Cambria TAX Aware ETF GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:19.72% (+0.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0583 | 5.55 | |
| 0.1118 | 6.24 | |
| 0.8510 | 48.37 |
Estimation Period:
Dec 18, 2024 to Feb 6, 2026
Dec 18, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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