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	param	t-stat
$ω$	0.1053	8.53
$α$	0.0826	7.97
$β$	0.7958	66.47
$γ$	0.0757	4.22

V-Lab

Cambria Global Value ETF GJR-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:17.15% (-0.71%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Cambria Global Value ETF Analyses