Fidelity U.S. Multifactor ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:12.91% (-0.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0273 | 8.36 | |
| 0.0000 | 0.00 | |
| 0.8886 | 154.38 | |
| 0.1671 | 11.79 |
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 GJR-GARCH Analyses on ETFs