Cambria Tactical Yield ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:3.00% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2774 | 2.46 | |
| 0.0610 | 1.06 | |
| 0.0000 | 0.00 | |
| -116.2948 | -2.05 | |
| 169.9267 | 2.11 | |
| -80.4776 | -1.55 | |
| 27.8032 | 0.35 | |
| -7.3260 | -0.08 | |
| 46.9066 | 0.69 | |
| -97.6542 | -2.48 | |
| 93.7792 | 5.43 | |
| -40.1994 | -0.92 | |
| -1.6311 | -0.03 |
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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