Cambria Shareholder Yield ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:21.72% (+2.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6699 | 5.23 | |
| 0.1106 | 20.87 | |
| 0.9796 | 232.41 | |
| 7.0705 | 4.43 |
Estimation Period:
May 14, 2013 to Feb 6, 2026
May 14, 2013 to Feb 6, 2026
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