Fidelity Low Duration Bond ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:1.03% (-0.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0035 | 16.77 | |
| 0.2962 | 8.49 | |
| 0.1382 | 6.87 | |
| 0.7551 | 5.27 |
Estimation Period:
Feb 26, 2024 to Feb 6, 2026
Feb 26, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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