Cambria Trinity ETF AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:20.99% (-0.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0032 | 5.39 | |
| 0.1252 | 22.80 | |
| 0.8777 | 202.13 | |
| 0.1281 | 5.37 |
Estimation Period:
Sep 13, 2018 to Feb 6, 2026
Sep 13, 2018 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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