Fidelity MSCI Industrials Index ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:14.53% (-0.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 76 | ||
| 0.0191 | 4.69 | |
| 0.8513 | 142.45 | |
| 0.1592 | 24.61 | |
| 0.0127 | 4.45 | |
| 0.0267 | 5.08 | |
| 0.9637 | 129.76 |
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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