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	param	t-stat
$ω$	0.0910	10.90
$α$	0.1499	17.78
$β$	0.8046	71.89
$γ$	0.2602	7.00
$δ$	1.0262	8.88

V-Lab

Cambria Global Value ETF APARCH Volatility Analysis

Volatility Prediction for Tuesday, February 17th, 2026:18.47% (-0.30%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Cambria Global Value ETF Analyses