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	param	t-stat
$ω$	0.0088	8.69
$α$	0.0479	12.63
$β$	0.9271	307.30
$γ$	0.0372	4.26

V-Lab

Cambria Value and Momentum ETF GJR-GARCH Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:14.32% (+1.28%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Cambria Value and Momentum ETF Analyses