Fidelity MSCI Consumer Discretionary Index ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:15.35% (-1.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6592 | 7.83 | |
| 0.1076 | 26.09 | |
| 0.9857 | 514.18 | |
| 9.5371 | 4.12 |
Estimation Period:
Oct 24, 2013 to Feb 6, 2026
Oct 24, 2013 to Feb 6, 2026
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