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	param	t-stat
$ω$	0.6562	4.56
$α$	0.0739	5.36
$β$	0.9105	50.83
$γ_{1}$	-0.0165	-1.31

V-Lab

Cambria Value and Momentum ETF Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:14.38% (-0.26%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Cambria Value and Momentum ETF Analyses