Fidelity Momentum Factor ETF AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:26.21% (-2.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0157 | 2.07 | |
| 0.1332 | 17.09 | |
| 0.8350 | 108.68 | |
| 0.5456 | 8.32 |
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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