Fidelity European Trust PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, March 2nd, 2026:13.50% (-0.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0401 | 22.40 | |
| 0.0354 | 11.75 | |
| 0.8853 | 318.44 | |
| 0.1025 | 15.98 |
Estimation Period:
Oct 31, 1991 to Feb 27, 2026
Oct 31, 1991 to Feb 27, 2026
News Impact Curve
Volatility Forecasts
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