V-Lab: Fidelity Emerging Markets Ltd Fund Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Fidelity Emerging Markets Ltd Fund Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, September 20th, 2024:13.83% (+0.02%)

Analysis last updated: Saturday, September 21, 2024 at 12:31 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.4022	3.15
$α$	0.1095	6.32
$β$	0.8281	34.05
$γ_{1}$	0.1100	3.15
$γ_{2}$	-0.1644	-3.51
$γ_{3}$	0.1138	4.96
$γ_{4}$	-0.1153	-4.13
$γ_{5}$	0.0867	2.91
$γ_{6}$	-0.0380	-2.22

Estimation Period:
Jun 22, 1990 to Sep 13, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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