Fidelity MSCI Industrials Index ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:15.57% (+2.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0403 | 15.35 | |
| 0.0210 | 5.61 | |
| 0.8744 | 195.44 | |
| 0.1481 | 15.48 |
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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