Fidelity Dividend ETF for Rising Rates GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:13.87% (-0.91%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0281 | 15.69 | |
| 0.0390 | 4.19 | |
| 0.8362 | 127.52 | |
| 0.2039 | 14.36 |
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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