Cambria Tactical Yield ETF AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:2.14% (-0.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0181 | 6.99 | |
| 0.2273 | 5.85 | |
| 0.0000 | 0.00 | |
| -0.1405 | -7.36 |
Estimation Period:
Jan 4, 2024 to Feb 6, 2026
Jan 4, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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