Fidelity Canadian Value ETF AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:19.97% (-3.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0082 | 0.73 | |
| 0.1131 | 15.33 | |
| 0.7301 | 92.76 | |
| 1.1367 | 9.79 |
Estimation Period:
Jun 10, 2020 to Feb 6, 2026
Jun 10, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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