Cambria Fixed Income Trend ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:4.95% (-0.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1243 | 2.40 | |
| 0.0918 | 0.92 | |
| 0.6246 | 3.61 | |
| 3.6830 | 0.46 |
Estimation Period:
Mar 31, 2025 to Feb 6, 2026
Mar 31, 2025 to Feb 6, 2026
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