Fidelity Managed Futures ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:12.02% (-0.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3677 | 3.05 | |
| 0.1107 | 3.63 | |
| 0.8201 | 10.04 | |
| 4.0060 | 1.12 |
Estimation Period:
Jun 5, 2025 to Feb 6, 2026
Jun 5, 2025 to Feb 6, 2026
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