Cambria Endowment Style ETF AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:9.64% (-2.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0105 | 0.82 | |
| 0.0948 | 9.33 | |
| 0.6382 | 35.81 | |
| 1.1984 | 14.98 |
Estimation Period:
Apr 10, 2025 to Feb 6, 2026
Apr 10, 2025 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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