Fidelity Advantage Bitcoin ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:89.88% (-13.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.2382 | 12.63 | |
| 0.0355 | 3.22 | |
| 0.6138 | 26.39 | |
| 0.1274 | 2.65 |
Estimation Period:
Dec 2, 2021 to Feb 6, 2026
Dec 2, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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