Cambria Emerging Shareholder Yield ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:16.89% (-1.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2441 | 5.06 | |
| 0.1345 | 4.32 | |
| 0.7719 | 16.09 | |
| 0.0501 | 1.79 | |
| -0.0912 | -1.88 |
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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