Cambria Tactical Yield ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:0.23% (+0.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2871 | 2.51 | |
| 0.0669 | 1.15 | |
| 0.0000 | 0.00 | |
| -113.6874 | -1.98 | |
| 166.0649 | 2.04 | |
| -78.0131 | -1.49 | |
| 25.7731 | 0.32 | |
| -6.0009 | -0.07 | |
| 45.2121 | 0.67 | |
| -93.3726 | -2.38 | |
| 84.3815 | 2.89 | |
| -9.8764 | -0.12 | |
| -159.3469 | -1.13 |
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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