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	param	t-stat
$ω$	0.7482	3.84
$α$	0.1484	5.60
$β$	0.7463	20.56
$γ_{1}$	-0.3184	-0.59
$γ_{2}$	0.0398	0.05
$γ_{3}$	0.6855	1.48
$γ_{4}$	-0.4523	-0.92
$γ_{5}$	-0.1754	-0.32
$γ_{6}$	0.5934	1.25
$γ_{7}$	-1.0240	-2.11
$γ_{8}$	1.7415	1.95
$γ_{9}$	-3.5147	-1.69

V-Lab

Cambria Global Value ETF Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:14.91% (-1.71%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Cambria Global Value ETF Analyses