Fidelity International High Dividend GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:15.53% (+0.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0477 | 12.90 | |
| 0.0330 | 4.33 | |
| 0.8374 | 107.75 | |
| 0.1455 | 6.59 |
Estimation Period:
Sep 18, 2018 to Feb 6, 2026
Sep 18, 2018 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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