AlphaClone Alternative Alpha ETF GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0547 | 8.95 | |
| 0.0377 | 4.50 | |
| 0.8359 | 114.59 | |
| 0.1815 | 11.12 |
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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