Fidelity MSCI Consumer Discretionary Index ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:18.27% (-0.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9014 | 6.34 | |
| 0.1192 | 7.08 | |
| 0.8481 | 42.77 | |
| 0.0470 | 2.67 | |
| -0.0827 | -2.38 |
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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