Fidelity International Value GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:16.07% (-0.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0907 | 10.79 | |
| 0.0171 | 2.78 | |
| 0.8044 | 69.94 | |
| 0.1594 | 6.56 |
Estimation Period:
Jun 10, 2020 to Feb 6, 2026
Jun 10, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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