Fidelity Momentum Factor ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:26.21% (-0.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4345 | 6.26 | |
| 0.1237 | 20.86 | |
| 0.9770 | 246.15 | |
| 7.7235 | 3.88 |
Estimation Period:
Sep 15, 2016 to Feb 6, 2026
Sep 15, 2016 to Feb 6, 2026
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