Cambria Cannabis ETF AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:28.11% (-0.86%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1581 | 9.77 | |
| 0.1014 | 18.65 | |
| 0.8711 | 117.60 | |
| -0.4754 | -5.08 |
Estimation Period:
Jul 26, 2019 to Feb 6, 2026
Jul 26, 2019 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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