Fidelity Low Duration Bond ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:0.74% (+0.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1552 | 2.52 | |
| 0.2086 | 2.44 | |
| 0.0291 | 0.23 | |
| 36.7291 | 2.28 | |
| -35.5507 | -1.15 | |
| -34.9236 | -1.45 | |
| 74.3671 | 4.27 | |
| -79.0061 | -3.90 | |
| 71.3513 | 3.22 | |
| -55.9057 | -2.41 | |
| 32.2086 | 1.88 |
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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