Cambria Fixed Income Trend ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:13.53% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.1428 | 3.36 | |
| 0.0000 | 0.00 | |
| 0.8751 | 2.66 | |
| 259.7979 | 3.27 | |
| -386.6476 | -2.98 | |
| 244.2352 | 2.63 | |
| -212.1206 | -2.05 | |
| 104.0789 | 0.89 | |
| 51.0886 | 0.46 |
Estimation Period:
Mar 31, 2025 to Feb 6, 2026
Mar 31, 2025 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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