Fidelity MSCI Energy Index ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:22.48% (-0.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 41 | ||
| 0.0000 | 0.00 | |
| 0.7977 | 72.37 | |
| 0.1225 | 15.89 | |
| 0.1233 | 0.83 | |
| 0.2820 | 1.05 | |
| 0.6783 | 2.06 |
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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