Fidelity Dividend ETF for Rising Rates GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:14.56% (+3.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9511 | 6.41 | |
| 0.1233 | 25.80 | |
| 0.9773 | 252.34 | |
| 6.7774 | 5.42 |
Estimation Period:
Sep 15, 2016 to Feb 6, 2026
Sep 15, 2016 to Feb 6, 2026
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