Fidelity Dynamic Buffered Equity ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:10.13% (+1.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2465 | 4.28 | |
| 0.1108 | 1.77 | |
| 0.6399 | 2.98 | |
| 80.1914 | 3.69 | |
| -117.8856 | -3.19 | |
| 57.8610 | 1.84 | |
| -22.2933 | -0.79 | |
| -32.0394 | -0.89 | |
| 76.9399 | 1.78 | |
| -62.0793 | -1.65 | |
| 22.3095 | 0.94 |
Estimation Period:
Apr 11, 2024 to Feb 6, 2026
Apr 11, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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