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Cambria Tactical Yield ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:3.00% (0.00%)
Analysis last updated: Friday, February 6, 2026 at 11:03 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Cambria Tactical Yield ETF S0GARCH
paramt-stat
ω0.27742.46
α0.06101.06
β0.00000.00
γ1-116.2948-2.05
γ2169.92672.11
γ3-80.4776-1.55
γ427.80320.35
γ5-7.3260-0.08
γ646.90660.69
γ7-97.6542-2.48
γ893.77925.43
γ9-40.1994-0.92
γ10-1.6311-0.03
Estimation Period:
Jan 4, 2024 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts