Cambria Large Shre Yield ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:18.26% (+3.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1296 | 6.37 | |
| 0.1742 | 2.05 | |
| 0.5853 | 3.53 | |
| 0.1727 | 1.45 |
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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