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V-Lab

Cambria Tactical Yield ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:0.23% (+0.02%)
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 SGARCH
paramt-stat
ω0.28712.51
α0.06691.15
β0.00000.00
γ1-113.6874-1.98
γ2166.06492.04
γ3-78.0131-1.49
γ425.77310.32
γ5-6.0009-0.07
γ645.21210.67
γ7-93.3726-2.38
γ884.38152.89
γ9-9.8764-0.12
γ10-159.3469-1.13
Estimation Period:
Jan 4, 2024 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts