Fidelity MSCI Financials Index ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:17.29% (-0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0819 | 22.17 | |
| 0.0482 | 8.95 | |
| 0.7886 | 140.62 | |
| 0.2368 | 16.51 |
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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