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 Tuesday, November 12th, 2024:17.09% (-1.00%)

Analysis last updated: Tuesday, November 12, 2024 at 10:19 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.5463	2.31
$α$	0.1127	6.49
$β$	0.8187	31.25
$γ_{1}$	0.1604	1.41
$γ_{2}$	-0.1260	-0.87
$γ_{3}$	-0.0855	-1.22
$γ_{4}$	0.0336	0.52
$γ_{5}$	0.1471	1.85
$γ_{6}$	-0.2627	-2.20
$γ_{7}$	0.1575	1.32
$γ_{8}$	0.0075	0.10
$γ_{9}$	-0.0530	-1.07
$γ_{10}$	0.0281	0.88

Estimation Period:
Jun 22, 1990 to Nov 8, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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