Cambria Large Shre Yield ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:12.63% (-0.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1629 | 6.63 | |
| 0.0000 | 0.00 | |
| 0.7293 | 26.18 | |
| 0.1980 | 3.18 |
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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