Cambria Micro And SC Shrd YD GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:18.28% (-0.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0956 | 4.47 | |
| 0.0000 | 0.00 | |
| 0.9049 | 79.71 | |
| 0.0804 | 3.20 |
Estimation Period:
Jan 4, 2024 to Feb 6, 2026
Jan 4, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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