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V-Lab

Fidelity Low Duration Bond Factor ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:1.35% (-0.04%)
Analysis last updated: Tuesday, February 10, 2026 at 10:22 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Fidelity Low Duration Bond Factor ETF SGARCH
paramt-stat
ω0.68794.22
α0.16322.08
β0.69786.28
γ1-4.6316-1.99
γ28.92172.26
γ3-8.4349-2.52
γ47.39332.52
γ5-2.5844-1.20
γ6-3.4556-1.59
γ73.88181.95
γ8-1.1201-0.72
γ91.26470.60
γ10-3.6967-0.89
Estimation Period:
Jun 18, 2018 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts