Fidelity International High Dividend ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:16.13% (+0.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0546 | 13.42 | |
| 0.0449 | 5.19 | |
| 0.8266 | 137.49 | |
| 0.1559 | 6.25 |
Estimation Period:
Jan 18, 2018 to Feb 6, 2026
Jan 18, 2018 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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