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	param	t-stat
$ω$	0.0034	0.40
$α$	0.1073	9.65
$β$	0.8655	69.32
$γ$	0.6826	23.47

V-Lab

Cambria TAX Aware ETF AGARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:19.27% (-0.23%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Cambria TAX Aware ETF Analyses