Cambiar Aggressive Value ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:13.27% (+2.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0565 | 5.78 | |
| 0.0000 | 0.00 | |
| 0.8459 | 49.54 | |
| 0.1582 | 4.58 |
Estimation Period:
Feb 13, 2023 to Feb 6, 2026
Feb 13, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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