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{type} for {date}

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	param	t-stat
$ω$	1.0133	3.50
$α$	0.2109	5.49
$β$	0.6829	14.47
$γ_{1}$	0.9883	2.17
$γ_{2}$	-1.7307	-2.64
$γ_{3}$	2.0267	5.40
$γ_{4}$	-2.5005	-7.88
$γ_{5}$	1.4470	4.18
$γ_{6}$	-0.0973	-0.37

V-Lab

Cambria Global Tail Risk ETF Zero Slope Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Cambria Global Tail Risk ETF Analyses