Fidelity Asian Values PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:14.23% (-0.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0376 | 16.63 | |
| 0.0413 | 13.73 | |
| 0.8942 | 288.28 | |
| 0.0857 | 11.91 |
Estimation Period:
Jan 2, 2007 to Feb 6, 2026
Jan 2, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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