Monarch ProCap Index ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:7.35% (+0.99%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0082 | 8.54 | |
| 0.0616 | 5.85 | |
| 0.8830 | 114.89 | |
| 0.0665 | 2.87 |
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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