Cambria Micro And SC Shrd YD GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:23.84% (+1.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7015 | 2.54 | |
| 0.0449 | 2.85 | |
| 0.9371 | 60.71 | |
| 4.3033 | 0.81 |
Estimation Period:
Jan 4, 2024 to Feb 6, 2026
Jan 4, 2024 to Feb 6, 2026
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