Fidelity Momentum Factor ETF GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:22.35% (-1.87%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0391 | 14.10 | |
| 0.1441 | 26.39 | |
| 0.8309 | 148.29 |
Estimation Period:
Sep 15, 2016 to Feb 13, 2026
Sep 15, 2016 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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