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{type} for {date}

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	param	t-stat
$m$	51
$α$	0.1813	16.45
$β$	0.5877	40.58
$γ$	0.0757	5.26
$λ_{1}$	0.0505	7.89
$λ_{2}$	0.9903	39.19
$λ_{3}$	0.0000	0.00

V-Lab

Cambria Global Tail Risk ETF MF2-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Cambria Global Tail Risk ETF Analyses