Cambria Chesapeake Pure ETF EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:31.99% (+1.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0171 | 2.81 | |
| 0.1917 | 12.47 | |
| 0.9930 | 126.74 | |
| 0.0176 | 1.10 |
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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