Fidelity MSCI Financials Index ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:20.46% (+3.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6722 | 11.10 | |
| 0.1818 | 6.71 | |
| 0.7364 | 22.12 | |
| -0.0046 | -4.03 |
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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