Cambria Large Shre Yield ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:17.09% (-1.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9789 | 9.03 | |
| 0.1404 | 5.83 | |
| 0.8075 | 35.71 | |
| 6.1144 | 1.40 |
Estimation Period:
Jul 12, 2024 to Feb 13, 2026
Jul 12, 2024 to Feb 13, 2026
Other Cambria Large Shre Yield ETF Analyses
Other GAS-GARCH Student T Analyses on ETFs