Monarch ProCap Index ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:8.50% (-1.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5954 | 5.90 | |
| 0.1394 | 2.49 | |
| 0.4931 | 3.00 | |
| 21.8224 | 6.97 | |
| -31.1906 | -6.28 | |
| 14.5408 | 3.99 | |
| -13.3930 | -3.94 | |
| 16.0249 | 4.59 | |
| -12.7837 | -3.94 | |
| 7.9892 | 2.35 | |
| -2.7610 | -0.77 | |
| -3.9071 | -1.01 | |
| 9.7866 | 1.85 |
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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