Fidelity International Value Factor ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:18.15% (-1.73%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7879 | 5.00 | |
| 0.1377 | 3.78 | |
| 0.7944 | 20.38 | |
| -0.0207 | -1.26 |
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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