Fidelity Canadian Value ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:22.49% (-2.86%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1333 | 4.07 | |
| 0.0000 | 0.00 | |
| 0.7344 | 27.24 | |
| 0.2364 | 3.25 |
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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