Fidelity International Sustainability Index Fund AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:16.83% (+1.99%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0058 | 2.59 | |
| 0.1075 | 22.10 | |
| 0.8576 | 177.12 | |
| 0.5464 | 20.07 |
Estimation Period:
May 9, 2017 to Feb 6, 2026
May 9, 2017 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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