Fidelity US High Quality ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:12.93% (-0.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9707 | 6.88 | |
| 0.1097 | 4.75 | |
| 0.8417 | 29.24 | |
| 0.0054 | 0.92 |
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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