Fidelity Fundamental Small-Mid Cap ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:23.18% (+6.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0276 | 8.38 | |
| 0.0960 | 3.55 | |
| 0.8435 | 21.39 | |
| 0.0116 | 0.32 |
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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