Fidelity Fundamental Large Cap Core ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:14.52% (-0.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 56 | ||
| 0.0000 | 0.00 | |
| 0.8703 | 170.62 | |
| 0.1805 | 27.93 | |
| 0.5331 | 0.03 | |
| 0.0000 | 0.00 | |
| 0.5556 | 0.04 |
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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