Fidelity Magellan ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:20.41% (+2.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0379 | 7.36 | |
| 0.0000 | 0.00 | |
| 0.8949 | 195.73 | |
| 0.1663 | 11.62 |
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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