Fidelity Blue Chip Value ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:10.88% (-0.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 0.0000 | 0.00 | |
| 0.7741 | 61.35 | |
| 0.2025 | 19.07 | |
| 0.0203 | 1.58 | |
| 0.0615 | 1.86 | |
| 0.9110 | 20.03 |
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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