Cambria Chesapeake Pure ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:43.65% (-32.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 1.0000 | 9,999,900.00 | |
| 0.0001 | 950.00 | |
| -0.0002 | -1,690.00 | |
| 5.1301 | 51,300,830.00 | |
| 0.2957 | 2,956,530.00 | |
| 0.0000 | 100.00 |
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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