Fidelity Low Duration Bond Factor ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:1.35% (-0.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6879 | 4.22 | |
| 0.1632 | 2.08 | |
| 0.6978 | 6.28 | |
| -4.6316 | -1.99 | |
| 8.9217 | 2.26 | |
| -8.4349 | -2.52 | |
| 7.3933 | 2.52 | |
| -2.5844 | -1.20 | |
| -3.4556 | -1.59 | |
| 3.8818 | 1.95 | |
| -1.1201 | -0.72 | |
| 1.2647 | 0.60 | |
| -3.6967 | -0.89 |
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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