Fidelity Momentum Factor ETF EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:25.82% (-1.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0141 | 2.83 | |
| 0.1901 | 16.19 | |
| 0.9583 | 399.94 | |
| -0.1421 | -16.36 |
Estimation Period:
Sep 15, 2016 to Feb 6, 2026
Sep 15, 2016 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Fidelity Momentum Factor ETF Analyses
Other EGARCH Analyses on ETFs