Fidelity Enhanced Large Cap Value ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:11.16% (-0.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1121 | 8.32 | |
| 0.0000 | 0.00 | |
| 0.7059 | 29.45 | |
| 0.2466 | 4.06 |
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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