Cambria Endowment Style ETF EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:9.88% (-2.90%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0017 | 0.18 | |
| -0.1340 | -0.46 | |
| 0.9814 | 22.04 | |
| -0.1270 | -2.19 |
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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