Fidelity Emerging Markets Multifactor ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:15.51% (-0.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0000 | 0.00 | |
| 0.7069 | 29.15 | |
| 0.1808 | 16.88 | |
| 0.0695 | 0.66 | |
| 0.0805 | 0.99 | |
| 0.8540 | 4.76 |
Estimation Period:
Mar 4, 2019 to Feb 6, 2026
Mar 4, 2019 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Fidelity Emerging Markets Multifactor ETF Analyses
Other MF2-GARCH Analyses on ETFs