Fidelity Low Volatility Factor ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:8.98% (-0.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7830 | 6.69 | |
| 0.1281 | 28.09 | |
| 0.9777 | 257.62 | |
| 7.1851 | 5.24 |
Estimation Period:
Sep 15, 2016 to Feb 6, 2026
Sep 15, 2016 to Feb 6, 2026
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