Fidelity U.S. Value ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:1,147.72% (+100.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0300 | 13.07 | |
| 0.1212 | 83.78 | |
| 0.9977 | 5,250.80 | |
| 2.0001 | 2,000,138.00 |
Estimation Period:
Jun 10, 2020 to Feb 6, 2026
Jun 10, 2020 to Feb 6, 2026
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