Fidelity Managed Futures ETF AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:22.09% (+11.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1995 | 10.65 | |
| 0.3275 | 5.17 | |
| 0.0000 | 0.00 | |
| -0.2989 | -4.68 |
Estimation Period:
Jun 5, 2025 to Feb 6, 2026
Jun 5, 2025 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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