Fidelity U.S. Value ETF EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:14.89% (-0.89%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0035 | 0.26 | |
| 0.0468 | 5.47 | |
| 0.9542 | 111.28 | |
| -0.1413 | -18.74 |
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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