Fidelity Enhanced Small Cap ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:23.65% (+3.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7737 | 7.31 | |
| 0.0584 | 4.83 | |
| 0.8841 | 43.02 | |
| 6.3528 | 0.65 |
Estimation Period:
Nov 20, 2023 to Feb 6, 2026
Nov 20, 2023 to Feb 6, 2026
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