Cambria TAX Aware ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:13.74% (+0.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3903 | 3.46 | |
| 0.0880 | 1.36 | |
| 0.0000 | 0.00 | |
| -34.1460 | -3.37 | |
| 50.1374 | 3.53 | |
| -23.7700 | -2.18 |
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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