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	param	t-stat
$ω$	0.0444	2.73
$α$	0.0000	0.00
$β$	0.8880	56.43
$γ$	0.1684	3.59

V-Lab

Cambria TAX Aware ETF GJR-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 17th, 2026:17.59% (-0.74%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Cambria TAX Aware ETF Analyses