Cambiar Aggressive Value ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:13.80% (-1.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8257 | 7.39 | |
| 0.1347 | 2.12 | |
| 0.7223 | 7.47 | |
| -0.0375 | -1.05 |
Estimation Period:
Feb 13, 2023 to Feb 13, 2026
Feb 13, 2023 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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