Fidelity U.S. Value ETF AGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:12.08% (-0.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0532 | 8.84 | |
| 0.0924 | 16.07 | |
| 0.7908 | 85.74 | |
| 0.7710 | 10.88 |
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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