Fidelity Low Duration Bond Factor ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:0.05% (-1.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 1.0000 | 9,999,900.00 | |
| 0.1225 | 1,225,100.00 | |
| -0.2450 | -2,450,000.00 | |
| 0.0736 | 27.06 | |
| 0.5100 | 29.29 | |
| 0.0000 | 0.00 |
Estimation Period:
Jun 18, 2018 to Feb 6, 2026
Jun 18, 2018 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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