Fidelity MSCI Health Care Index ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:14.70% (-0.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0440 | 17.01 | |
| 0.0179 | 4.39 | |
| 0.8587 | 187.61 | |
| 0.1615 | 15.34 |
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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