WisdomTree US AI Enhanced Valu GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:8.77% (-0.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0202 | 13.43 | |
| 0.0074 | 2.93 | |
| 0.8853 | 361.06 | |
| 0.1807 | 25.35 |
Estimation Period:
Jun 16, 2006 to Feb 6, 2026
Jun 16, 2006 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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