Cambria Large Shre Yield ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:17.50% (+4.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9883 | 5.13 | |
| 0.1965 | 2.42 | |
| 0.5283 | 2.74 | |
| -0.5055 | -0.70 |
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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