Fidelity China Special Situations PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:20.13% (-0.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1174 | 21.07 | |
| 0.0634 | 9.40 | |
| 0.8520 | 174.33 | |
| 0.0738 | 5.65 |
Estimation Period:
Apr 15, 2010 to Feb 6, 2026
Apr 15, 2010 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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