Fidelity Emerging Markets Multifactor ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:15.92% (+0.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0742 | 14.46 | |
| 0.0383 | 3.85 | |
| 0.8299 | 117.29 | |
| 0.1214 | 6.12 |
Estimation Period:
Mar 4, 2019 to Feb 6, 2026
Mar 4, 2019 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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