Cambiar Aggressive Value ETF EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:12.66% (-0.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0132 | -0.87 | |
| 0.1100 | 7.51 | |
| 0.9465 | 98.60 | |
| -0.1366 | -6.69 |
Estimation Period:
Feb 13, 2023 to Feb 13, 2026
Feb 13, 2023 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Cambiar Aggressive Value ETF Analyses
Other EGARCH Analyses on ETFs