Cambria Emerging Shareholder Yield ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:18.87% (+2.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3744 | 11.01 | |
| 0.0798 | 16.43 | |
| 0.9461 | 172.56 | |
| 5.7708 | 3.67 |
Estimation Period:
Jul 14, 2016 to Feb 6, 2026
Jul 14, 2016 to Feb 6, 2026
Other Cambria Emerging Shareholder Yield ETF Analyses
Other GAS-GARCH Student T Analyses on ETFs