Fidelity Momentum Factor ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:26.06% (-0.98%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0432 | 12.21 | |
| 0.0165 | 1.72 | |
| 0.8551 | 119.38 | |
| 0.1947 | 17.91 |
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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