Fidelity MSCI Communication Services Index ETF AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:19.57% (-0.94%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0406 | 9.77 | |
| 0.1071 | 26.79 | |
| 0.8474 | 175.77 | |
| 0.5281 | 17.20 |
Estimation Period:
Oct 24, 2013 to Feb 6, 2026
Oct 24, 2013 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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