Fidelity Managed Futures ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:9.68% (-3.92%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2328 | 15.45 | |
| 0.3799 | 5.48 | |
| 0.0000 | 0.00 | |
| -0.1123 | -0.69 |
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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