Fidelity U.S. High Dividend GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:13.60% (+0.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0351 | 14.00 | |
| 0.0366 | 4.47 | |
| 0.8297 | 146.40 | |
| 0.1969 | 11.07 |
Estimation Period:
Sep 18, 2018 to Feb 6, 2026
Sep 18, 2018 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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