Fidelity MSCI Financials Index ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:16.36% (-0.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 76 | ||
| 0.0453 | 7.81 | |
| 0.7536 | 104.09 | |
| 0.2500 | 26.56 | |
| 0.0135 | 4.76 | |
| 0.0231 | 5.19 | |
| 0.9693 | 159.18 |
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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