AlphaClone Alternative Alpha ETF Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7796 | 5.21 | |
| 0.1449 | 6.51 | |
| 0.7894 | 27.13 | |
| -0.0742 | -1.32 | |
| 0.1848 | 2.33 | |
| -0.1782 | -4.39 |
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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