AMP Capital China Growth Fund EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0365 | 9.47 | |
| 0.0749 | 5.43 | |
| 0.9791 | 493.27 | |
| 0.0030 | 0.16 |
Estimation Period:
Dec 26, 2006 to Dec 23, 2016
Dec 26, 2006 to Dec 23, 2016
News Impact Curve
Volatility Forecasts
Other AMP Capital China Growth Fund Analyses
Other EGARCH Analyses on Closed-end Funds