AMP Capital China Growth Fund GAS-GARCH Student T Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.6975 | 2.82 | |
| 0.1060 | 17.10 | |
| 0.9827 | 153.64 | |
| 5.1256 | 5.67 |
Estimation Period:
Dec 26, 2006 to Dec 23, 2016
Dec 26, 2006 to Dec 23, 2016
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