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	param	t-stat
$ω$	0.0101	2.29
$α$	0.1553	26.10
$β$	0.7852	104.32
$γ$	-0.5123	-20.68

V-Lab

Cambria Tail Risk ETF AGARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:11.43% (-1.31%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Cambria Tail Risk ETF Analyses