Cambria Shareholder Yield ETF EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:16.38% (-0.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0174 | 5.38 | |
| 0.1995 | 34.26 | |
| 0.9658 | 333.25 | |
| -0.1206 | -23.70 |
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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