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{type} for {date}

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	param	t-stat
$m$	51
$α$	0.3106	36.87
$β$	0.7741	107.38
$γ$	-0.3106	-31.97
$λ_{1}$	0.1805	0.60
$λ_{2}$	0.2718	0.57
$λ_{3}$	0.4623	0.50

V-Lab

Cambria Tail Risk ETF MF2-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:11.65% (+0.47%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Cambria Tail Risk ETF Analyses