Cambria Endowment Style ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:12.72% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1824 | 3.18 | |
| 0.0000 | 0.00 | |
| 0.9168 | 6.59 | |
| 3.4868 | 1.33 |
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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