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{type} for {date}

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	param	t-stat
$ω$	1.0073	3.58
$α$	0.2133	5.53
$β$	0.6733	13.73
$γ_{1}$	1.0028	2.24
$γ_{2}$	-1.7646	-2.75
$γ_{3}$	2.0904	5.65
$γ_{4}$	-2.6660	-7.93
$γ_{5}$	1.8713	3.98
$γ_{6}$	-1.2067	-1.61

V-Lab

Cambria Global Tail Risk ETF Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Cambria Global Tail Risk ETF Analyses