Fidelity MSCI Energy Index ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:21.21% (+0.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0234 | 9.88 | |
| 0.0288 | 9.76 | |
| 0.9304 | 329.71 | |
| 0.0662 | 8.40 |
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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