Cambria Trinity ETF GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:17.97% (-1.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0057 | 12.03 | |
| 0.1362 | 23.36 | |
| 0.8638 | 177.11 |
Estimation Period:
Sep 13, 2018 to Feb 13, 2026
Sep 13, 2018 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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