Cambria Tactical Yield ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:2.34% (+0.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0211 | 9.96 | |
| 1.2629 | 3.88 | |
| 0.0000 | 0.00 | |
| -1.2629 | -3.86 |
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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