Fidelity Dynamic Buffered Equity ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:9.88% (-1.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0304 | 12.52 | |
| 0.0000 | 0.00 | |
| 0.7525 | 55.44 | |
| 0.3818 | 7.72 |
Estimation Period:
Apr 11, 2024 to Feb 6, 2026
Apr 11, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Fidelity Dynamic Buffered Equity ETF Analyses
Other GJR-GARCH Analyses on ETFs