Fidelity U.S. Value ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:13.85% (-0.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0553 | 7.04 | |
| 0.0000 | 0.00 | |
| 0.8728 | 124.71 | |
| 0.1385 | 5.78 |
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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