Monarch SEL Subsectr IND ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:12.10% (-0.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0608 | 3.77 | |
| 0.0062 | 0.58 | |
| 0.8549 | 43.44 | |
| 0.1453 | 2.73 |
Estimation Period:
Mar 7, 2024 to Feb 6, 2026
Mar 7, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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