Cambria Fixed Income Trend ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:6.13% (+0.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0060 | 0.93 | |
| 0.1015 | 2.60 | |
| 0.9006 | 19.85 | |
| -0.1015 | -2.72 |
Estimation Period:
Mar 31, 2025 to Feb 13, 2026
Mar 31, 2025 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Cambria Fixed Income Trend ETF Analyses
Other GJR-GARCH Analyses on ETFs