Fidelity Enhanced Small Cap ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:27.60% (+6.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9249 | 8.72 | |
| 0.1070 | 1.78 | |
| 0.6564 | 3.58 | |
| -0.0338 | -0.62 |
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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