Fidelity Blue Chip Value ETF EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:10.88% (+0.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0078 | -1.19 | |
| 0.1862 | 16.50 | |
| 0.9525 | 195.70 | |
| -0.1292 | -11.05 |
Estimation Period:
Jun 4, 2020 to Feb 6, 2026
Jun 4, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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