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{type} for {date}

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	param	t-stat
$m$	46
$α$	0.0000	0.00
$β$	0.7999	77.78
$γ$	0.2513	27.83
$λ_{1}$	0.0215	1.80
$λ_{2}$	0.0679	1.82
$λ_{3}$	0.9182	19.63

V-Lab

Fidelity Momentum Factor ETF MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:26.16% (-2.46%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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