Fidelity Disruptive Automation ETF EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:17.83% (-0.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0266 | 1.53 | |
| 0.0877 | 7.98 | |
| 0.9479 | 102.79 | |
| -0.1071 | -8.07 |
Estimation Period:
Jun 12, 2023 to Feb 6, 2026
Jun 12, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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