V-Lab: Fidelity European Trust PLC MF2-GARCH Volatility Analysis

V-Lab

| |

V-Lab

Fidelity European Trust PLC MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, November 11th, 2024:16.75% (-0.24%)

Analysis last updated: Sunday, November 10, 2024 at 04:05 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	106
$α$	0.0294	14.15
$β$	0.8646	229.57
$γ$	0.1158	30.73
$λ_{1}$	0.0090	4.51
$λ_{2}$	0.0256	3.84
$λ_{3}$	0.9677	125.41

Estimation Period:
Oct 31, 1991 to Nov 8, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

Other Fidelity European Trust PLC Analyses
GARCH
GJR-GARCH
EGARCH
APARCH
AGARCH
Spline-GARCH
Zero Slope Spline-GARCH
MEM
Asy. MEM
Asy. Power MEM
GAS-GARCH Student T