Fidelity Crypto Industry and Digital Payments ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:70.79% (+7.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5284 | 5.33 | |
| 0.0460 | 6.17 | |
| 0.9175 | 84.38 | |
| 0.0012 | 0.10 |
Estimation Period:
Apr 21, 2022 to Feb 6, 2026
Apr 21, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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