Fidelity U.S. Multifactor ETF GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:12.66% (-0.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0311 | 9.87 | |
| 0.1053 | 16.38 | |
| 0.8597 | 112.20 |
Estimation Period:
Sep 17, 2020 to Feb 6, 2026
Sep 17, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Fidelity U.S. Multifactor ETF Analyses
Other GARCH Analyses on ETFs