Fidelity US High Quality ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:14.32% (-0.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0443 | 12.79 | |
| 0.0000 | 0.00 | |
| 0.8599 | 135.55 | |
| 0.1908 | 13.02 |
Estimation Period:
Jan 25, 2019 to Feb 6, 2026
Jan 25, 2019 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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