Fidelity MSCI Health Care Index ETF EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:16.21% (-0.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0014 | 0.43 | |
| 0.1787 | 23.98 | |
| 0.9516 | 351.65 | |
| -0.1215 | -19.14 |
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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