Cambria Large Shre Yield ETF AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:16.18% (-2.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2388 | 8.67 | |
| 0.1778 | 8.83 | |
| 0.5754 | 16.70 | |
| 0.1017 | 1.29 |
Estimation Period:
Jul 12, 2024 to Feb 6, 2026
Jul 12, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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