Fidelity MSCI Materials Index ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:27.44% (+1.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4325 | 14.20 | |
| 0.1092 | 22.15 | |
| 0.9673 | 330.72 | |
| 10.8829 | 3.12 |
Estimation Period:
Oct 24, 2013 to Feb 6, 2026
Oct 24, 2013 to Feb 6, 2026
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