Fidelity US High Quality ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:13.52% (-1.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9326 | 7.41 | |
| 0.1052 | 18.86 | |
| 0.9559 | 129.26 | |
| 4.7864 | 6.92 |
Estimation Period:
Jan 25, 2019 to Feb 6, 2026
Jan 25, 2019 to Feb 6, 2026
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