Fidelity International Value Factor ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:16.12% (+0.77%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0511 | 15.18 | |
| 0.0328 | 5.42 | |
| 0.8439 | 148.49 | |
| 0.1556 | 9.17 |
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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