Fidelity Canadian Value ETF GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:18.87% (-1.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1782 | 5.87 | |
| 0.1185 | 8.73 | |
| 0.6699 | 19.92 |
Estimation Period:
Jun 10, 2020 to Feb 6, 2026
Jun 10, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Fidelity Canadian Value ETF Analyses
Other GARCH Analyses on ETFs