Fidelity Low Volatility Factor ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:11.01% (-0.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0258 | 17.60 | |
| 0.0414 | 3.33 | |
| 0.8150 | 102.10 | |
| 0.2390 | 12.66 |
Estimation Period:
Sep 15, 2016 to Feb 6, 2026
Sep 15, 2016 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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