Fidelity European Trust PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:16.35% (-0.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0402 | 22.40 | |
| 0.0354 | 11.75 | |
| 0.8851 | 318.03 | |
| 0.1028 | 16.00 |
Estimation Period:
Oct 31, 1991 to Jan 30, 2026
Oct 31, 1991 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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