AlphaClone Alternative Alpha ETF AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0349 | 2.81 | |
| 0.1541 | 17.64 | |
| 0.8040 | 78.76 | |
| 0.5176 | 7.02 |
Estimation Period:
May 31, 2012 to Aug 26, 2022
May 31, 2012 to Aug 26, 2022
News Impact Curve
Volatility Forecasts
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