Fidelity Low Volatility Factor ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:11.07% (+0.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5155 | 5.35 | |
| 0.1666 | 5.42 | |
| 0.7874 | 24.44 | |
| -0.0328 | -2.44 |
Estimation Period:
Sep 15, 2016 to Feb 6, 2026
Sep 15, 2016 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Fidelity Low Volatility Factor ETF Analyses
Other Spline-GARCH Analyses on ETFs