Cambria Emerging Shareholder Yield ETF EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:14.05% (+0.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0156 | 3.42 | |
| 0.1323 | 15.75 | |
| 0.9558 | 243.89 | |
| -0.0945 | -10.85 |
Estimation Period:
Jul 14, 2016 to Feb 6, 2026
Jul 14, 2016 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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