V-Lab
Fidelity China Special Situations PLC GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, November 12th, 2024:35.24% (-2.15%)
Analysis last updated: Tuesday, November 12, 2024 at 10:14 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.4868 | 8.90 | |
| 0.0853 | 21.62 | |
| 0.9684 | 235.29 | |
| 6 | 4.57 |
Estimation Period:
Apr 15, 2010 to Nov 8, 2024
Apr 15, 2010 to Nov 8, 2024
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