Fidelity Enhanced International ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:15.04% (-1.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1715 | 6.20 | |
| 0.0032 | 0.25 | |
| 0.6598 | 15.70 | |
| 0.2503 | 2.26 |
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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