Monarch ProCap Index ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:8.14% (+1.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3865 | 4.58 | |
| 0.0872 | 15.94 | |
| 0.9839 | 264.27 | |
| 7.6898 | 2.81 |
Estimation Period:
Mar 24, 2021 to Feb 6, 2026
Mar 24, 2021 to Feb 6, 2026
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