Fidelity MSCI Consumer Discretionary Index ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:19.16% (-1.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 0.0000 | 0.00 | |
| 0.8100 | 106.63 | |
| 0.1978 | 26.08 | |
| 0.0109 | 2.92 | |
| 0.0770 | 4.22 | |
| 0.9174 | 45.38 |
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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