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	param	t-stat
$ω$	0.0152	15.30
$α$	0.1245	23.61
$β$	0.8755	171.70
$γ$	0.0110	0.56
$δ$	1.9997	29.18

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Cambria Global Tail Risk ETF Asy. Power MEM Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Cambria Global Tail Risk ETF Analyses