Fidelity Managed Futures ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:12.03% (-3.77%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7568 | 3.57 | |
| 0.2725 | 1.32 | |
| 0.0000 | 0.00 | |
| 0.9968 | 0.27 |
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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