V-Lab
Fidelity China Special Situations PLC Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, November 12th, 2024:35.20% (-1.89%)
Analysis last updated: Tuesday, November 12, 2024 at 10:13 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0004 | 8.28 | |
| 0.0994 | 5.55 | |
| 0.8566 | 39.42 | |
| 0.0163 | 2.35 | |
| -0.0235 | -2.61 |
Estimation Period:
Apr 15, 2010 to Nov 8, 2024
Apr 15, 2010 to Nov 8, 2024
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