AlphaClone Alternative Alpha ETF EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0160 | 2.39 | |
| 0.1866 | 22.95 | |
| 0.9665 | 286.80 | |
| -0.1150 | -16.82 |
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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