Monarch SEL Subsectr IND ETF AGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:12.65% (-0.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0422 | 4.61 | |
| 0.1013 | 6.75 | |
| 0.8375 | 46.59 | |
| 0.4090 | 10.75 |
Estimation Period:
Mar 7, 2024 to Feb 6, 2026
Mar 7, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Monarch SEL Subsectr IND ETF Analyses
Other AGARCH Analyses on ETFs