Fidelity International Value Factor ETF EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:15.71% (-0.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0051 | 1.25 | |
| 0.1622 | 19.45 | |
| 0.9667 | 427.55 | |
| -0.1207 | -16.75 |
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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