Fidelity U.S. Multifactor ETF AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:13.22% (-0.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0033 | -0.63 | |
| 0.0913 | 22.87 | |
| 0.8595 | 160.45 | |
| 0.7510 | 18.06 |
Estimation Period:
Sep 17, 2020 to Feb 6, 2026
Sep 17, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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