Cambria Endowment Style ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:14.28% (+0.95%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3998 | 4.78 | |
| 0.0747 | 10.21 | |
| 0.9941 | 404.44 | |
| 7.6932 | 0.94 |
Estimation Period:
Apr 10, 2025 to Feb 6, 2026
Apr 10, 2025 to Feb 6, 2026
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