Fidelity Fundamental Large Cap Value ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:16.39% (+3.99%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7377 | 16.49 | |
| 0.2241 | 5.41 | |
| 0.4553 | 13.65 | |
| 6.1058 | 1.72 |
Estimation Period:
Feb 22, 2024 to Feb 6, 2026
Feb 22, 2024 to Feb 6, 2026
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