Cambria Emerging Shareholder Yield ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:15.97% (-0.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1161 | 14.96 | |
| 0.0439 | 4.72 | |
| 0.8022 | 76.79 | |
| 0.1289 | 6.49 |
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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