Fidelity High Dividend ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:11.23% (-0.77%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0271 | 16.97 | |
| 0.0487 | 7.42 | |
| 0.8260 | 151.18 | |
| 0.2116 | 14.09 |
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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