Roundhill Alerian LNG ETF GAS-GARCH Student T Volatility Analysis
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Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9824 | 22.75 | |
| 0.1366 | 2.34 | |
| 0.6996 | 13.05 | |
| 56.5447 | 0.09 |
Estimation Period:
Sep 22, 2023 to Nov 27, 2024
Sep 22, 2023 to Nov 27, 2024
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