Fidelity Fundamental Global ex-US ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:14.31% (-1.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1467 | 8.03 | |
| 0.0000 | 0.00 | |
| 0.6637 | 22.65 | |
| 0.4266 | 3.66 |
Estimation Period:
Nov 21, 2024 to Feb 6, 2026
Nov 21, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Fidelity Fundamental Global ex-US ETF Analyses
Other GJR-GARCH Analyses on ETFs