Monarch SEL Subsectr IND ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:14.16% (-0.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8612 | 5.35 | |
| 0.0622 | 6.70 | |
| 0.9444 | 97.57 | |
| 5.7205 | 1.17 |
Estimation Period:
Mar 7, 2024 to Feb 6, 2026
Mar 7, 2024 to Feb 6, 2026
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