Fidelity Disruptive Finance ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:24.27% (-2.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1825 | 9.22 | |
| 0.0061 | 0.50 | |
| 0.7598 | 42.24 | |
| 0.1892 | 3.82 |
Estimation Period:
Jun 12, 2023 to Feb 6, 2026
Jun 12, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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