Cambria Cannabis ETF EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:29.46% (-1.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0561 | 8.03 | |
| 0.1857 | 17.84 | |
| 0.9712 | 238.40 | |
| 0.0415 | 4.10 |
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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