Fidelity MSCI Materials Index ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:23.97% (-1.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0407 | 15.09 | |
| 0.0302 | 6.40 | |
| 0.8754 | 243.65 | |
| 0.1360 | 12.03 |
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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