Cambria Shareholder Yield ETF AGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:20.12% (+5.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0112 | -3.85 | |
| 0.1239 | 31.41 | |
| 0.8514 | 163.42 | |
| 0.7256 | 29.32 |
Estimation Period:
May 14, 2013 to Feb 6, 2026
May 14, 2013 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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