Fidelity Nasdaq Composite Index ETF EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:20.62% (-1.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0157 | 4.97 | |
| 0.1455 | 24.96 | |
| 0.9667 | 660.80 | |
| -0.1283 | -24.67 |
Estimation Period:
Oct 1, 2003 to Feb 6, 2026
Oct 1, 2003 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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