Fidelity MSCI Industrials Index ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:19.31% (+4.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2190 | 12.84 | |
| 0.1097 | 23.10 | |
| 0.9621 | 260.86 | |
| 8.3609 | 4.14 |
Estimation Period:
Oct 24, 2013 to Feb 6, 2026
Oct 24, 2013 to Feb 6, 2026
Other Fidelity MSCI Industrials Index ETF Analyses
Other GAS-GARCH Student T Analyses on ETFs