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	param	t-stat
$ω$	0.0502	13.58
$α$	0.1066	0.35
$β$	0.8239	112.50
$γ$	-1.0000	-0.25
$δ$	1.3952	20.54

V-Lab

Cambria Tail Risk ETF APARCH Volatility Analysis

Volatility Prediction for Wednesday, February 18th, 2026:14.47% (-1.47%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Cambria Tail Risk ETF Analyses