Fidelity U.S. Multifactor ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:13.92% (+2.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9400 | 6.87 | |
| 0.0923 | 13.11 | |
| 0.9724 | 212.69 | |
| 8.1653 | 2.58 |
Estimation Period:
Sep 17, 2020 to Feb 6, 2026
Sep 17, 2020 to Feb 6, 2026
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