Fidelity Magellan ETF GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:18.07% (-0.97%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0383 | 9.80 | |
| 0.1031 | 17.96 | |
| 0.8738 | 140.39 |
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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