Fidelity Enhanced Small Cap ETF AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:28.36% (+5.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3499 | 20.79 | |
| 0.2741 | 8.61 | |
| 0.0000 | 0.00 | |
| -0.0477 | -0.58 |
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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