Cambria Cannabis ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:25.96% (-2.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.2026 | 4.17 | |
| 0.4320 | 8.83 | |
| -0.2025 | -3.96 | |
| 1.1832 | 0.20 | |
| 0.8025 | 0.20 | |
| 0.0000 | 0.00 |
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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