Fidelity International Multifactor ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:13.83% (-0.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0154 | 6.54 | |
| 0.0118 | 2.79 | |
| 0.9137 | 199.81 | |
| 0.1150 | 7.58 |
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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