Fidelity Enhanced Large Cap Growth ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:20.58% (-0.98%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0659 | 6.16 | |
| 0.0000 | 0.00 | |
| 0.8755 | 63.80 | |
| 0.1599 | 5.13 |
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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