Fidelity U.S. Value ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:14.39% (-0.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 106 | ||
| 0.0000 | 0.01 | |
| 0.8616 | 85.26 | |
| 0.1531 | 18.33 | |
| 0.5023 | 0.13 | |
| 0.4862 | 0.12 | |
| 0.0000 | 0.00 |
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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