Fidelity International Multifactor ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:15.96% (+0.77%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6837 | 5.70 | |
| 0.0982 | 4.10 | |
| 0.8630 | 31.10 | |
| -0.0369 | -1.75 |
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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