Fidelity Enhanced Mid Cap ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:15.35% (-0.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0670 | 4.12 | |
| 0.0000 | 0.00 | |
| 0.8565 | 53.25 | |
| 0.1561 | 4.21 |
Estimation Period:
Nov 20, 2023 to Feb 13, 2026
Nov 20, 2023 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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