Cambiar Aggressive Value ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:13.77% (+0.99%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1732 | 6.86 | |
| 0.1434 | 2.14 | |
| 0.6277 | 4.59 | |
| 0.8214 | 2.52 | |
| -1.4666 | -2.28 |
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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