Fidelity Emerging Markets Ltd Fund Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:16.68% (-0.80%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.5510 | 2.46 | |
| 0.1143 | 6.38 | |
| 0.8129 | 29.66 | |
| 0.1578 | 1.58 | |
| -0.1273 | -1.00 | |
| -0.0923 | -1.54 | |
| 0.0776 | 1.43 | |
| 0.0772 | 1.45 | |
| -0.2201 | -2.61 | |
| 0.1673 | 1.65 | |
| -0.0058 | -0.08 | |
| -0.0789 | -1.54 | |
| 0.0575 | 0.89 |
Estimation Period:
Jun 22, 1990 to Jan 30, 2026
Jun 22, 1990 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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