AlphaClone Alternative Alpha ETF Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9847 | 9.77 | |
| 0.1431 | 6.48 | |
| 0.7916 | 27.22 | |
| 0.0396 | 5.27 |
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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