Fidelity Magellan ETF EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:18.93% (-0.91%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0158 | 1.34 | |
| 0.1123 | 12.75 | |
| 0.9622 | 169.93 | |
| -0.1520 | -21.89 |
Estimation Period:
Feb 4, 2021 to Feb 6, 2026
Feb 4, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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