Fidelity Hedged Equity ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:9.54% (-0.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8096 | 6.10 | |
| 0.0484 | 1.23 | |
| 0.8926 | 8.68 | |
| -0.4792 | -1.16 |
Estimation Period:
Apr 11, 2024 to Feb 6, 2026
Apr 11, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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