Monarch VOL Unconstraine ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:15.14% (-1.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8658 | 5.00 | |
| 0.1420 | 8.82 | |
| 0.9464 | 82.19 | |
| 6.2875 | 2.52 |
Estimation Period:
Mar 7, 2024 to Feb 13, 2026
Mar 7, 2024 to Feb 13, 2026
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