Fidelity U.S. Multifactor ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:13.68% (+2.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0653 | 5.96 | |
| 0.1058 | 4.12 | |
| 0.8567 | 26.80 | |
| -0.0046 | -0.11 |
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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