Fidelity Enhanced Small Cap ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:20.64% (-0.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 36 | ||
| 0.0000 | 0.00 | |
| 0.8510 | 52.21 | |
| 0.1454 | 11.95 | |
| 1.8123 | 0.07 | |
| 0.0762 | 0.07 | |
| 0.0000 | 0.00 |
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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