Cambria Shareholder Yield ETF GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:19.07% (-0.85%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0628 | 10.10 | |
| 0.1477 | 32.86 | |
| 0.8155 | 128.01 |
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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