AlphaClone Alternative Alpha ETF GAS-GARCH Student T Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9305 | 4.65 | |
| 0.1198 | 22.67 | |
| 0.9825 | 236.40 | |
| 7.3397 | 4.51 |
Estimation Period:
May 31, 2012 to Aug 26, 2022
May 31, 2012 to Aug 26, 2022
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