Fidelity Momentum Factor ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:29.05% (+5.93%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6381 | 5.97 | |
| 0.1508 | 6.34 | |
| 0.8058 | 29.40 | |
| -0.0155 | -1.14 |
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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