Fidelity Canadian Value ETF EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:18.13% (-2.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0069 | -0.22 | |
| 0.0321 | 1.60 | |
| 0.9175 | 55.81 | |
| -0.2188 | -27.83 |
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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