Fidelity Emerging Markets Multifactor ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:17.81% (+1.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0566 | 12.40 | |
| 0.1070 | 12.64 | |
| 0.9207 | 138.59 | |
| 7.0510 | 2.47 |
Estimation Period:
Mar 4, 2019 to Feb 6, 2026
Mar 4, 2019 to Feb 6, 2026
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