Cambria Endowment Style ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:19.15% (-0.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 76 | ||
| 0.0000 | 0.00 | |
| 0.7955 | 0.00 | |
| -0.0000 | -0.00 | |
| 1.0320 | 0.00 | |
| 1.0000 | 0.00 | |
| 0.0000 | 0.00 |
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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