Fidelity Blue Chip Value ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:11.58% (+0.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0461 | 11.24 | |
| 0.0221 | 4.87 | |
| 0.8363 | 121.73 | |
| 0.1805 | 8.79 |
Estimation Period:
Jun 4, 2020 to Feb 6, 2026
Jun 4, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Fidelity Blue Chip Value ETF Analyses
Other GJR-GARCH Analyses on ETFs