Fidelity U.S. Multifactor ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:12.56% (-0.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 71 | ||
| 0.0000 | 0.00 | |
| 0.8831 | 140.52 | |
| 0.1662 | 23.33 | |
| 0.0316 | 1.67 | |
| 0.0320 | 1.48 | |
| 0.9356 | 22.73 |
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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