Fidelity INT HIG QTY IND ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:14.31% (-0.59%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0473 | 9.10 | |
| 0.0021 | 0.40 | |
| 0.8636 | 129.28 | |
| 0.1564 | 7.85 |
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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