Cambria Chesapeake Pure ETF GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:33.88% (-0.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0153 | 3.16 | |
| 0.1126 | 8.58 | |
| 0.8822 | 65.71 |
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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