Fidelity Fundamental Small-Mid Cap ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:22.95% (+6.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0072 | 8.96 | |
| 0.0959 | 3.53 | |
| 0.8427 | 21.14 | |
| 0.0015 | 0.14 |
Estimation Period:
Feb 4, 2021 to Feb 6, 2026
Feb 4, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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