Fidelity Disruptive Automation ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:20.23% (+2.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0919 | 5.04 | |
| 0.0000 | 0.00 | |
| 0.8828 | 64.39 | |
| 0.1155 | 4.05 |
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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