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	param	t-stat
$ω$	0.0052	3.50
$α$	0.1475	23.25
$β$	0.9868	750.39
$γ$	-0.0457	-9.77

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Cambria Value and Momentum ETF EGARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:13.49% (+0.09%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Cambria Value and Momentum ETF Analyses