Fidelity Enhanced Large Cap Core ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:13.58% (-0.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0465 | 6.76 | |
| 0.0000 | 0.00 | |
| 0.8456 | 48.50 | |
| 0.2014 | 5.97 |
Estimation Period:
Nov 20, 2023 to Feb 6, 2026
Nov 20, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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