Fidelity Blue Chip Value ETF GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:13.26% (-1.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0540 | 14.66 | |
| 0.1375 | 17.28 | |
| 0.7968 | 83.83 |
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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