Fidelity Fundamental Developed International ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:19.84% (+5.96%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1372 | 7.60 | |
| 0.0103 | 0.59 | |
| 0.6843 | 22.69 | |
| 0.3621 | 2.90 |
Estimation Period:
Nov 21, 2024 to Feb 6, 2026
Nov 21, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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