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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	14.5886	11.58***
α ARCH Response to squared shocks	0.0457	8.94***
β GARCH Volatility persistence	0.9717	157.15***
ν DF Student-t tail thickness	15.9810	0.52

V-Lab

Fidelity Crypto Industry and Digital Payments ETF GAS-GARCH Student T Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Fidelity Crypto Industry and Digital Payments ETF Analyses