Fidelity China Special Situations PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, March 2nd, 2026:18.94% (-0.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1160 | 21.04 | |
| 0.0637 | 9.46 | |
| 0.8523 | 175.30 | |
| 0.0733 | 5.63 |
Estimation Period:
Apr 15, 2010 to Feb 27, 2026
Apr 15, 2010 to Feb 27, 2026
News Impact Curve
Volatility Forecasts
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