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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.8351	3.21***
α ARCH Response to squared shocks	0.1127	4.31***
β GARCH Volatility persistence	0.8591	28.43***

γ₁	-0.3185	-1.67*
γ₂	0.7962	1.83*

V-Lab

Monarch Blue Chips Elite Index ETF Spline-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Monarch Blue Chips Elite Index ETF Analyses