Fidelity International Value Factor ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:21.05% (+0.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0610 | 8.64 | |
| 0.0984 | 14.56 | |
| 0.9537 | 170.12 | |
| 6.9589 | 2.77 |
Estimation Period:
Jan 18, 2018 to Feb 6, 2026
Jan 18, 2018 to Feb 6, 2026
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