V-Lab: Fidelity China Special Situations PLC GAS-GARCH Student T Volatility Analysis

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V-Lab

Fidelity China Special Situations PLC GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, November 11th, 2024:37.39% (+1.60%)

Analysis last updated: Sunday, November 10, 2024 at 03:43 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.4868	8.90
$α$	0.0853	21.62
$β$	0.9684	235.29
$ν$	6	4.57

Estimation Period:
Apr 15, 2010 to Nov 8, 2024

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