Monarch ProCap Index ETF EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:7.34% (+0.80%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0356 | -8.16 | |
| 0.2048 | 14.23 | |
| 0.9646 | 252.52 | |
| -0.0573 | -4.94 |
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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