Cambria Tactical Yield ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:7.07% (+0.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5945 | 1.83 | |
| 0.1935 | 6.54 | |
| 0.8224 | 8.92 | |
| 2.0127 | 315.37 |
Estimation Period:
Jan 4, 2024 to Feb 6, 2026
Jan 4, 2024 to Feb 6, 2026
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