Fidelity Enhanced US All-Cap Equity ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:20.47% (-1.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4265 | 2.92 | |
| 0.0458 | 0.79 | |
| 0.0000 | 0.00 | |
| -104.4446 | -1.59 | |
| 212.1969 | 2.16 | |
| -270.2437 | -3.81 | |
| 266.3972 | 3.97 | |
| -134.4192 | -2.43 | |
| 80.8055 | 1.79 | |
| -142.8191 | -3.67 | |
| 223.8092 | 3.75 |
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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