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	param	t-stat
$ω$	0.0454	8.34
$α$	0.2960	16.94
$β$	0.7905	118.61
$γ$	-0.2960	-15.75

V-Lab

Cambria Tail Risk ETF GJR-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:11.31% (-0.83%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Cambria Tail Risk ETF Analyses