WisdomTree Trust WisdomTree China ex-State-Owned Enterprises Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:21.04% (-0.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0791 | 16.31 | |
| 0.0542 | 8.73 | |
| 0.8905 | 184.18 | |
| 0.0580 | 4.22 |
Estimation Period:
Sep 20, 2012 to Feb 6, 2026
Sep 20, 2012 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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