Fidelity MSCI Industrials Index ETF GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:22.04% (+7.98%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0544 | 16.35 | |
| 0.1285 | 24.11 | |
| 0.8290 | 128.73 |
Estimation Period:
Oct 24, 2013 to Feb 6, 2026
Oct 24, 2013 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Fidelity MSCI Industrials Index ETF Analyses
Other GARCH Analyses on ETFs