Cambria Trinity ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:15.72% (-0.85%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4694 | 7.98 | |
| 0.0906 | 27.35 | |
| 0.9896 | 752.57 | |
| 7.7739 | 5.21 |
Estimation Period:
Sep 13, 2018 to Feb 13, 2026
Sep 13, 2018 to Feb 13, 2026
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