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	param	t-stat
$ω$	-0.0240	-2.50
$α$	0.2073	19.23
$β$	0.9307	227.33
$γ$	0.1996	14.83

V-Lab

Cambria Tail Risk ETF EGARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:11.91% (-0.98%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Cambria Tail Risk ETF Analyses