Fidelity U.S. Value ETF GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:13.52% (+0.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1434 | 9.11 | |
| 0.1137 | 12.21 | |
| 0.7145 | 36.06 |
Estimation Period:
Jun 10, 2020 to Feb 6, 2026
Jun 10, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Fidelity U.S. Value ETF Analyses
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