Fidelity Nasdaq Composite Index ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:21.71% (+3.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0372 | 16.36 | |
| 0.0000 | 0.00 | |
| 0.8957 | 308.54 | |
| 0.1570 | 23.23 |
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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