Fidelity International Value Factor ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:20.18% (+2.87%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8780 | 6.12 | |
| 0.1303 | 4.08 | |
| 0.8099 | 24.02 | |
| -0.0023 | -0.59 |
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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