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	param	t-stat
$ω$	0.0237	2.26
$α$	0.0000	0.00
$β$	0.8960	27.95
$γ$	0.1250	3.29

V-Lab

Cambria Endowment Style ETF GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:12.43% (-0.44%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Cambria Endowment Style ETF Analyses