Fidelity Disruptive Automation ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:20.72% (-0.80%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.0000 | 0.00 | |
| 0.7620 | 27.14 | |
| 0.1779 | 9.17 | |
| 0.3000 | 0.19 | |
| 0.0930 | 0.20 | |
| 0.7426 | 0.56 |
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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