Fidelity Disruptive Technology ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:29.74% (-1.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1758 | 6.28 | |
| 0.0000 | 0.00 | |
| 0.8545 | 53.49 | |
| 0.1355 | 3.85 |
Estimation Period:
Jun 12, 2023 to Feb 6, 2026
Jun 12, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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