Fidelity Managed Futures ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:10.60% (-4.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6868 | 3.90 | |
| 0.2797 | 1.45 | |
| 0.0000 | 0.00 | |
| -1.8384 | -1.63 |
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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