Fidelity International Multifactor ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:14.48% (-0.92%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0000 | 0.00 | |
| 0.7474 | 42.13 | |
| 0.1960 | 17.30 | |
| 0.0236 | 1.33 | |
| 0.0939 | 2.01 | |
| 0.8789 | 13.40 |
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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