Fidelity Investment Grade Bond ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:3.41% (+0.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0003 | 3.21 | |
| 0.0256 | 7.11 | |
| 0.9615 | 394.38 | |
| 0.0235 | 3.97 |
Estimation Period:
Mar 4, 2021 to Feb 6, 2026
Mar 4, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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