Cambria Fixed Income Trend ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:4.65% (-0.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 81 | ||
| 0.0000 | 0.00 | |
| 0.5644 | 551.16 | |
| 0.5000 | 68.23 | |
| 0.1919 | 0.00 | |
| 0.0000 | 0.00 | |
| 0.0000 | 0.00 |
Estimation Period:
Mar 31, 2025 to Feb 13, 2026
Mar 31, 2025 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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