Ozgrowth Ltd/Fund GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1266 | 7.44 | |
| 0.0182 | 2.97 | |
| 0.9275 | 249.45 | |
| 0.0730 | 5.82 |
Estimation Period:
Jan 2, 2008 to Nov 12, 2021
Jan 2, 2008 to Nov 12, 2021
News Impact Curve
Volatility Forecasts
Other Ozgrowth Ltd/Fund Analyses
Other GJR-GARCH Analyses on Closed-end Funds