Cambria Global Value ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:20.02% (-1.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1907 | 11.50 | |
| 0.1204 | 15.41 | |
| 0.9336 | 169.29 | |
| 6.9244 | 3.45 |
Estimation Period:
Mar 12, 2014 to Feb 6, 2026
Mar 12, 2014 to Feb 6, 2026
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