Cambria Chesapeake Pure ETF AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:32.35% (-1.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0163 | 2.86 | |
| 0.1059 | 8.64 | |
| 0.8841 | 64.84 | |
| -0.0991 | -1.62 |
Estimation Period:
May 29, 2024 to Feb 6, 2026
May 29, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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