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V-Lab

Fidelity Blue Chip Growth ETF GARCH Volatility Analysis

Volatility prediction for Monday, July 20th, 2026

1 Day

23.31%

decreased by 0.22%

1 Week

23.43%

decreased by 0.10%

1 Month

23.81%

increased by 0.28%

Analysis last updated: Friday, July 17, 2026 at 09:37 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Fidelity Blue Chip Growth ETF GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Jun 4, 2020 to Jul 17, 2026

Model Insight

Volatility shocks decay with a half-life of 25 trading days, meaning a shock loses half its impact after approximately 25 days.

σ

GARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.0694
10.41***
α

ARCH

Response to squared shocks

0.0899
19.36***
β

GARCH

Volatility persistence

0.8831
152.10***

Persistence:

0.973

Half-life:

25 days