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V-Lab

Monarch ProCap Index ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:8.50% (-1.18%)
Analysis last updated: Monday, February 9, 2026 at 10:21 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Monarch ProCap Index ETF SGARCH
paramt-stat
ω1.59545.90
α0.13942.49
β0.49313.00
γ121.82246.97
γ2-31.1906-6.28
γ314.54083.99
γ4-13.3930-3.94
γ516.02494.59
γ6-12.7837-3.94
γ77.98922.35
γ8-2.7610-0.77
γ9-3.9071-1.01
γ109.78661.85
Estimation Period:
Mar 24, 2021 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts