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	param	t-stat
$ω$	1.0164	9.10
$α$	0.1313	4.71
$β$	0.7941	20.36
$γ_{1}$	0.0243	1.42
$γ_{2}$	-0.0337	-1.42

V-Lab

Cambria Global Value ETF Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:19.25% (-0.68%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Cambria Global Value ETF Analyses