Cambria Fixed Income Trend ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:4.90% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.9726 | 3.10 | |
| 0.0000 | 0.00 | |
| 0.0000 | 0.00 | |
| 259.4262 | 4.47 | |
| -369.1349 | -4.21 | |
| 215.7931 | 3.43 | |
| -207.0998 | -2.82 | |
| 142.2245 | 1.72 | |
| -43.8183 | -0.82 |
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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