Fidelity Fundamental Large Cap Core ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:14.50% (-0.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0677 | 11.34 | |
| 0.0365 | 3.00 | |
| 0.8263 | 80.47 | |
| 0.1738 | 7.91 |
Estimation Period:
Jun 4, 2020 to Feb 6, 2026
Jun 4, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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