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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	2.6988	7.22***
α ARCH Response to squared shocks	0.0771	14.50***
β GARCH Volatility persistence	0.9793	284.01***
ν DF Student-t tail thickness	8.9943	2.43**

V-Lab

Fidelity Blue Chip Growth ETF GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Fidelity Blue Chip Growth ETF Analyses