Fidelity Disruptors ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:19.93% (-0.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0965 | 6.16 | |
| 0.0000 | 0.00 | |
| 0.8357 | 48.98 | |
| 0.1671 | 4.33 |
Estimation Period:
Jun 20, 2023 to Feb 6, 2026
Jun 20, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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