V-Lab
Fidelity China Special Situations PLC Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, November 11th, 2024:38.73% (+0.25%)
Analysis last updated: Sunday, November 10, 2024 at 03:43 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5259 | 4.61 | |
| 0.1092 | 4.95 | |
| 0.7908 | 19.84 | |
| -0.6366 | -2.00 | |
| 0.5827 | 1.32 | |
| 0.4442 | 1.84 | |
| -0.9114 | -3.77 | |
| 1.0921 | 4.15 | |
| -1.0593 | -4.27 | |
| 0.9852 | 3.69 | |
| -1.1529 | -3.64 | |
| 1.5001 | 3.57 |
Estimation Period:
Apr 15, 2010 to Nov 8, 2024
Apr 15, 2010 to Nov 8, 2024
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