S&P / ASX 200 Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.6922	7.25
$α$	0.1564	14.48
$β$	0.6941	35.48

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AMP Capital China Growth Fund GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other AMP Capital China Growth Fund Analyses