Two Roads Shared Trust - Anfield Diversified Alternatives ETF GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0183 | 9.79 | |
| 0.0362 | 6.00 | |
| 0.8729 | 126.41 | |
| 0.1388 | 9.29 |
Estimation Period:
Oct 3, 2017 to Apr 19, 2024
Oct 3, 2017 to Apr 19, 2024
News Impact Curve
Volatility Forecasts
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