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	param	t-stat
$ω$	0.0135	12.04
$α$	0.0763	21.89
$β$	0.9237	269.14
$γ$	0.2346	9.07
$δ$	1.3899	16.76

V-Lab

Cambria Value and Momentum ETF APARCH Volatility Analysis

Volatility Prediction for Tuesday, February 17th, 2026:14.57% (0.00%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Cambria Value and Momentum ETF Analyses