Fidelity Enhanced US All-Cap Equity ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:13.94% (-0.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0548 | 4.78 | |
| 0.0000 | 0.00 | |
| 0.8210 | 34.05 | |
| 0.2686 | 4.42 |
Estimation Period:
Nov 21, 2024 to Feb 6, 2026
Nov 21, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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