Fidelity MSCI Communication Services Index ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:16.66% (-0.82%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0628 | 17.03 | |
| 0.0330 | 6.52 | |
| 0.8565 | 184.31 | |
| 0.1338 | 11.65 |
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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