Cambria Chesapeake Pure ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:33.82% (-5.87%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6294 | 4.02 | |
| 0.1906 | 2.36 | |
| 0.0000 | 0.00 | |
| -21.1401 | -2.44 | |
| 37.1082 | 2.88 | |
| -32.0621 | -3.09 | |
| 31.7095 | 2.90 | |
| -12.2353 | -0.70 |
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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