Fidelity MSCI Financials Index ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:19.69% (+3.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6090 | 9.78 | |
| 0.1802 | 6.67 | |
| 0.7336 | 21.65 | |
| -0.0111 | -2.24 |
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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