Monarch VOL Unconstraine ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:16.97% (-0.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0720 | 12.19 | |
| 0.0298 | 1.68 | |
| 0.7358 | 43.83 | |
| 0.3690 | 8.41 |
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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