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	param	t-stat
$ω$	1.0682	5.49
$α$	0.0775	21.68
$β$	0.9882	413.82
$ν$	7.2404	4.72

V-Lab

Cambria Value and Momentum ETF GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Tuesday, February 17th, 2026:15.72% (+0.39%)

Date Range:

Parameter Estimates

Other Cambria Value and Momentum ETF Analyses