Fidelity Absolute Incom Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:2.68% (-0.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0246 | 16.65 | |
| 0.0514 | 2.60 | |
| 0.1260 | 2.65 | |
| 0.3764 | 3.10 |
Estimation Period:
Jan 28, 2025 to Feb 6, 2026
Jan 28, 2025 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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