Cambria Shareholder Yield ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:19.24% (-1.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7530 | 5.78 | |
| 0.1494 | 6.78 | |
| 0.7543 | 17.94 | |
| -0.0493 | -0.89 | |
| 0.1748 | 1.97 | |
| -0.2638 | -4.33 | |
| 0.1874 | 4.78 |
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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