Data Used

CCI30 Index Data

2015/01/01-2021/03/17

Estimated Mean

8.2777e−04

Estimated Variance

3.1876e−04

Estimated Skewness

−0.6168

Estimated Kurtosis

7.7435

$\alpha$

48.5890

$\beta$

−8.4068

$\mu$

0.0034

$\delta$

0.0148