WisdomTree Emerging Currency Strategy Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:7.24% (-0.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0123 | 12.49 | |
| 0.0308 | 7.14 | |
| 0.8764 | 161.70 | |
| 0.0784 | 6.65 |
Estimation Period:
Jun 2, 2009 to Feb 6, 2026
Jun 2, 2009 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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