Fidelity Enhanced Large Cap Value ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:15.11% (+3.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7860 | 8.02 | |
| 0.1419 | 1.57 | |
| 0.6823 | 4.97 | |
| -0.0765 | -1.36 |
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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