Fidelity MSCI Materials Index ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:27.73% (+1.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7139 | 8.18 | |
| 0.1334 | 6.94 | |
| 0.8174 | 34.50 | |
| -0.0064 | -1.25 |
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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