WisdomTree Dynamic International SmallCap Equity Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:12.10% (-0.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0314 | 10.78 | |
| 0.0050 | 1.04 | |
| 0.8851 | 148.51 | |
| 0.1331 | 9.96 |
Estimation Period:
Apr 26, 2016 to Feb 6, 2026
Apr 26, 2016 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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