Cambria Cannabis ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:29.57% (-0.91%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1275 | 7.98 | |
| 0.1145 | 10.26 | |
| 0.8915 | 114.97 | |
| -0.0480 | -3.41 |
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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