Fidelity Managed Futures ETF EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:9.42% (-4.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.9714 | -8.80 | |
| 0.5695 | 8.30 | |
| 0.1598 | 2.05 | |
| 0.0410 | 0.83 |
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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