Cambria Global Value ETF EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:18.34% (-0.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0207 | 8.54 | |
| 0.2529 | 21.62 | |
| 0.9305 | 135.25 | |
| -0.0554 | -3.79 |
Estimation Period:
Mar 12, 2014 to Feb 6, 2026
Mar 12, 2014 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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