Fidelity Fundamental Large Cap Core ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:16.70% (+3.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1902 | 7.75 | |
| 0.1288 | 3.78 | |
| 0.7942 | 15.46 | |
| 0.0149 | 1.81 |
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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