Fidelity Fundamental Developed International ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:14.58% (-1.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8864 | 8.87 | |
| 0.1144 | 7.44 | |
| 0.8691 | 50.29 | |
| 7.2112 | 0.92 |
Estimation Period:
Nov 21, 2024 to Feb 6, 2026
Nov 21, 2024 to Feb 6, 2026
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