Fidelity Fundamental Large Cap Value ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:16.64% (+2.86%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9498 | 6.38 | |
| 0.2236 | 2.31 | |
| 0.4605 | 1.80 | |
| -0.0049 | -0.07 |
Estimation Period:
Feb 22, 2024 to Feb 6, 2026
Feb 22, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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