Fidelity CDA HGH Dividnd ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:13.34% (-0.95%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0227 | 15.45 | |
| 0.0113 | 2.66 | |
| 0.8395 | 152.69 | |
| 0.2435 | 13.86 |
Estimation Period:
Sep 18, 2018 to Feb 6, 2026
Sep 18, 2018 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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