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	param	t-stat
$ω$	1.2220	4.14
$α$	0.2199	7.97
$β$	0.7272	21.78
$γ_{1}$	0.0058	0.91

V-Lab

Cambria Tail Risk ETF Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 17th, 2026:13.21% (-1.54%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Cambria Tail Risk ETF Analyses