Ellerston Asian Investments Ltd GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0465 | 11.18 | |
| 0.1505 | 28.79 | |
| 0.8337 | 157.13 |
Estimation Period:
Sep 15, 2015 to Aug 11, 2023
Sep 15, 2015 to Aug 11, 2023
News Impact Curve
Volatility Forecasts
Other Ellerston Asian Investments Ltd Analyses
Other GARCH Analyses on Closed-end Funds