Fidelity Momentum Factor ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:29.32% (+5.88%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6708 | 6.28 | |
| 0.1514 | 6.41 | |
| 0.8070 | 30.07 | |
| -0.0093 | -3.34 |
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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