Fidelity Enhanced International ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:16.02% (-2.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7622 | 16.24 | |
| 0.0922 | 8.24 | |
| 0.7973 | 33.83 | |
| 8.0774 | 0.72 |
Estimation Period:
Nov 20, 2023 to Feb 6, 2026
Nov 20, 2023 to Feb 6, 2026
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