Monarch SEL Subsectr IND ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:12.80% (+2.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7326 | 4.67 | |
| 0.1180 | 1.43 | |
| 0.7902 | 7.83 | |
| -0.5988 | -1.44 |
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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