Cambria Emerging Shareholder Yield ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:11.57% (-20.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 1.0000 | 9,999,900.00 | |
| 0.0000 | 100.00 | |
| 0.0000 | 0.00 | |
| 1.2747 | 17.20 | |
| 0.3895 | 24.69 | |
| 0.0000 | 0.00 |
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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