Fidelity Cndn High Qualt ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:20.67% (-0.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0237 | 6.19 | |
| 0.0000 | 0.00 | |
| 0.9230 | 153.81 | |
| 0.0876 | 5.35 |
Estimation Period:
Jan 24, 2019 to Feb 6, 2026
Jan 24, 2019 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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