Fidelity Managed Futures ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:19.40% (+6.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 0.5000 | 150.06 | |
| 0.0000 | 0.01 | |
| -0.5000 | -106.34 | |
| 0.0607 | 1.65 | |
| 0.2955 | 0.72 | |
| 0.7045 | 2.58 |
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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