Fidelity International Sustainability Index Fund GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:16.90% (+3.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9153 | 6.69 | |
| 0.0987 | 16.80 | |
| 0.9722 | 226.35 | |
| 7.3255 | 3.19 |
Estimation Period:
May 9, 2017 to Feb 6, 2026
May 9, 2017 to Feb 6, 2026
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