Cambria Cannabis ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:52.53% (-0.94%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0487 | 4.23 | |
| 0.1206 | 3.06 | |
| 0.6635 | 8.50 | |
| -1.1069 | -0.67 | |
| 2.0361 | 0.87 | |
| -2.4067 | -1.26 | |
| 3.8891 | 1.98 | |
| -5.3562 | -3.21 | |
| 4.2772 | 3.16 | |
| 0.9959 | 0.60 | |
| -6.0173 | -2.73 | |
| 7.1486 | 2.55 | |
| -5.2660 | -2.01 |
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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