Fidelity Blue Chip Value ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:13.59% (+3.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8865 | 7.60 | |
| 0.1308 | 2.93 | |
| 0.6679 | 7.25 | |
| 1.3710 | 5.44 | |
| -2.2527 | -5.71 | |
| 1.6075 | 5.13 | |
| -1.3383 | -2.85 |
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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