Fidelity Emerging Markets Multifactor ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:16.38% (+0.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8561 | 8.09 | |
| 0.1319 | 4.48 | |
| 0.7817 | 18.61 | |
| -0.0204 | -1.08 |
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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