Fidelity MSCI Communication Services Index ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:16.74% (+0.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3798 | 9.86 | |
| 0.0920 | 18.34 | |
| 0.9640 | 249.49 | |
| 7.1787 | 3.70 |
Estimation Period:
Oct 24, 2013 to Feb 6, 2026
Oct 24, 2013 to Feb 6, 2026
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