Cambria Value and Momentum ETF GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:14.52% (-0.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0097 | 10.52 | |
| 0.0681 | 21.72 | |
| 0.9244 | 265.39 |
Estimation Period:
Sep 9, 2015 to Feb 6, 2026
Sep 9, 2015 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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