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	param	t-stat
$ω$	0.9014	5.42
$α$	0.1848	22.26
$β$	0.9630	140.71
$ν$	5.4961	7.36

V-Lab

Cambria Tail Risk ETF GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Tuesday, February 17th, 2026:13.15% (-1.70%)

Date Range:

Parameter Estimates

Other Cambria Tail Risk ETF Analyses