Fidelity International Multifactor ETF EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:12.76% (-0.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0007 | -0.16 | |
| 0.1266 | 16.36 | |
| 0.9784 | 308.44 | |
| -0.1078 | -10.53 |
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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