AlphaClone Alternative Alpha ETF GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0441 | 16.73 | |
| 0.1413 | 26.04 | |
| 0.8341 | 146.06 |
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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