Fidelity Fundamental Large Cap Value ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:15.32% (+3.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8098 | 5.89 | |
| 0.2307 | 2.50 | |
| 0.4172 | 1.32 | |
| -0.4921 | -1.58 |
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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