Cambria Tactical Yield ETF EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:2.35% (+0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -4.0626 | -10.27 | |
| 0.3370 | 10.06 | |
| -0.1306 | -1.17 | |
| 0.2520 | 9.60 |
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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