Fidelity MSCI Materials Index ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:25.34% (-1.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 41 | ||
| 0.0000 | 0.00 | |
| 0.8027 | 100.64 | |
| 0.1930 | 31.68 | |
| 0.0243 | 2.57 | |
| 0.0677 | 3.37 | |
| 0.9161 | 35.13 |
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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