Fidelity Enhanced Large Cap Value ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:11.53% (-0.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6110 | 7.42 | |
| 0.0719 | 8.77 | |
| 0.9107 | 82.63 | |
| 6.0110 | 1.13 |
Estimation Period:
Nov 20, 2023 to Feb 6, 2026
Nov 20, 2023 to Feb 6, 2026
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