Cambria Chesapeake Pure ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:25.98% (-7.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6236 | 3.91 | |
| 0.2049 | 2.46 | |
| 0.0071 | 0.04 | |
| -22.2650 | -2.55 | |
| 39.5853 | 3.07 | |
| -36.3643 | -3.64 | |
| 41.4226 | 4.29 | |
| -33.6703 | -4.92 |
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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