Monarch ProCap Index ETF AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:7.23% (-0.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0064 | 5.77 | |
| 0.0968 | 14.08 | |
| 0.8792 | 112.48 | |
| 0.1768 | 7.14 |
Estimation Period:
Mar 24, 2021 to Feb 6, 2026
Mar 24, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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