Cambria Endowment Style ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:9.89% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9327 | 3.47 | |
| 0.0000 | 0.00 | |
| 0.9346 | 7.67 | |
| 0.0719 | 0.09 |
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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