Fidelity U.S. Multifactor ETF EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:13.37% (-1.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0021 | -0.18 | |
| 0.0811 | 11.93 | |
| 0.9626 | 154.29 | |
| -0.1594 | -19.11 |
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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