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{type} for {date}

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	param	t-stat
$ω$	0.7874	2.49
$α$	0.2245	7.50
$β$	0.6905	16.74
$γ_{1}$	-0.4437	-0.42
$γ_{2}$	0.2098	0.14
$γ_{3}$	1.0591	1.35
$γ_{4}$	-1.8046	-3.50
$γ_{5}$	1.8004	3.70
$γ_{6}$	-1.9015	-2.41

V-Lab

Cambria Tail Risk ETF Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:9.03% (-1.09%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Cambria Tail Risk ETF Analyses