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

α

48.5890

β

−8.4068

μ

0.0034

δ

0.0148