Fidelity Japan Trust PLC GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2272 | 21.95 | |
| 0.0534 | 7.78 | |
| 0.7690 | 99.50 | |
| 0.1660 | 11.59 |
Estimation Period:
Jan 2, 2007 to Nov 7, 2025
Jan 2, 2007 to Nov 7, 2025
News Impact Curve
Volatility Forecasts
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