Cambria Trinity ETF EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:18.78% (-1.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0205 | -7.61 | |
| 0.2489 | 22.40 | |
| 0.9683 | 457.60 | |
| -0.0787 | -7.14 |
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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