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	param	t-stat
$ω$	0.0515	12.38
$α$	0.2186	32.05
$β$	0.7227	77.43

V-Lab

Cambria Tail Risk ETF GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:11.85% (-0.32%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Cambria Tail Risk ETF Analyses