WisdomTree International AI Enhanced Value Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:12.07% (-0.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0228 | 13.01 | |
| 0.0430 | 7.68 | |
| 0.8928 | 284.59 | |
| 0.1000 | 9.96 |
Estimation Period:
Jun 16, 2006 to Feb 13, 2026
Jun 16, 2006 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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