Fidelity MSCI Consumer Discretionary Index ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:18.08% (-0.95%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0274 | 15.91 | |
| 0.0511 | 8.87 | |
| 0.8776 | 231.08 | |
| 0.1126 | 11.02 |
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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