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V-Lab

Monarch ProCap Index ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:8.37% (+2.13%)
Analysis last updated: Friday, February 6, 2026 at 10:54 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Monarch ProCap Index ETF S0GARCH
paramt-stat
ω1.53975.58
α0.13922.48
β0.53333.52
γ121.03176.43
γ2-29.9490-5.74
γ313.75933.58
γ4-12.8563-3.63
γ515.72824.34
γ6-12.7671-3.82
γ78.39992.41
γ8-3.9610-1.11
γ9-1.0591-0.32
γ102.87021.17
Estimation Period:
Mar 24, 2021 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts