Fidelity Blue Chip Value ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:13.20% (-1.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8547 | 7.39 | |
| 0.1349 | 2.96 | |
| 0.6771 | 8.02 | |
| 1.2939 | 5.09 | |
| -2.0876 | -5.33 | |
| 1.3432 | 5.08 | |
| -0.7000 | -4.07 |
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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