Fidelity MSCI Financials Index ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:20.32% (+3.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4197 | 11.01 | |
| 0.1352 | 21.28 | |
| 0.9487 | 176.96 | |
| 6.8234 | 5.13 |
Estimation Period:
Oct 24, 2013 to Feb 6, 2026
Oct 24, 2013 to Feb 6, 2026
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