Cambria Global Value ETF GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:18.71% (-1.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0910 | 8.64 | |
| 0.1178 | 15.00 | |
| 0.8117 | 63.78 |
Estimation Period:
Mar 12, 2014 to Feb 6, 2026
Mar 12, 2014 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Cambria Global Value ETF Analyses
Other GARCH Analyses on ETFs