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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.9503	14.98***
α ARCH Response to squared shocks	0.2191	18.22***
β GARCH Volatility persistence	0.7264	87.18***
γ leverage Additional response to negative shocks	-0.0103	-0.49

V-Lab

Fidelity Crypto Industry and Digital Payments ETF Asy. MEM Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Fidelity Crypto Industry and Digital Payments ETF Analyses