Fidelity European Trust PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:15.80% (-0.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0402 | 22.42 | |
| 0.0354 | 11.76 | |
| 0.8851 | 318.25 | |
| 0.1028 | 16.00 |
Estimation Period:
Oct 31, 1991 to Feb 6, 2026
Oct 31, 1991 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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