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	param	t-stat
$ω$	0.0110	12.85
$α$	0.1199	10.52
$β$	0.8630	151.37
$γ$	0.0343	2.12

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Cambria Global Tail Risk ETF GJR-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Cambria Global Tail Risk ETF Analyses