V-Lab
Fidelity European Trust PLC EGARCH Volatility Analysis
Volatility Prediction for Friday, September 20th, 2024:15.64% (-0.28%)
Analysis last updated: Saturday, September 21, 2024 at 12:31 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0198 | 8.23 | |
| 0.1424 | 19.75 | |
| 0.9604 | 483.34 | |
| -0.0666 | -12.06 |
Estimation Period:
Oct 31, 1991 to Sep 13, 2024
Oct 31, 1991 to Sep 13, 2024
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