Fidelity U.S. Multifactor ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:13.86% (+2.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1020 | 6.45 | |
| 0.1061 | 4.19 | |
| 0.8574 | 27.33 | |
| 0.0092 | 0.81 |
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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