Fidelity Emerging Markets Ltd Fund Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:15.88% (-0.97%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.4719 | 2.36 | |
| 0.1137 | 6.34 | |
| 0.8128 | 29.52 | |
| 0.1457 | 1.41 | |
| -0.1118 | -0.85 | |
| -0.0957 | -1.58 | |
| 0.0785 | 1.44 | |
| 0.0730 | 1.37 | |
| -0.2126 | -2.50 | |
| 0.1602 | 1.58 | |
| -0.0010 | -0.01 | |
| -0.0836 | -1.82 | |
| 0.0699 | 2.39 |
Estimation Period:
Jun 22, 1990 to Feb 6, 2026
Jun 22, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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