Cambria TAX Aware ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:17.43% (-0.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2223 | 3.87 | |
| 0.0683 | 4.82 | |
| 0.9565 | 137.11 | |
| 5.7072 | 1.24 |
Estimation Period:
Dec 18, 2024 to Feb 6, 2026
Dec 18, 2024 to Feb 6, 2026
Other Cambria TAX Aware ETF Analyses
Other GAS-GARCH Student T Analyses on ETFs