AlphaClone Alternative Alpha ETF APARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0482 | 17.22 | |
| 0.1115 | 18.36 | |
| 0.8683 | 136.34 | |
| 0.5913 | 7.78 | |
| 1.2630 | 20.50 |
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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