AMP Capital China Growth Fund GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7326 | 6.51 | |
| 0.1477 | 4.53 | |
| 0.6790 | 30.88 | |
| 0.0302 | 0.56 |
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 GJR-GARCH Analyses on Closed-end Funds