Fidelity MSCI Industrials Index ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:22.78% (+7.92%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7112 | 7.93 | |
| 0.1327 | 6.22 | |
| 0.8123 | 29.43 | |
| -0.0039 | -0.72 |
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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