Monarch ProCap Index ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:8.37% (+2.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5397 | 5.58 | |
| 0.1392 | 2.48 | |
| 0.5333 | 3.52 | |
| 21.0317 | 6.43 | |
| -29.9490 | -5.74 | |
| 13.7593 | 3.58 | |
| -12.8563 | -3.63 | |
| 15.7282 | 4.34 | |
| -12.7671 | -3.82 | |
| 8.3999 | 2.41 | |
| -3.9610 | -1.11 | |
| -1.0591 | -0.32 | |
| 2.8702 | 1.17 |
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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