Fidelity International Multifactor ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:17.91% (+1.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7605 | 8.11 | |
| 0.0976 | 12.01 | |
| 0.9615 | 239.54 | |
| 7.4500 | 2.51 |
Estimation Period:
Mar 4, 2019 to Feb 6, 2026
Mar 4, 2019 to Feb 6, 2026
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