WisdomTree Dynamic International Equity Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:17.77% (+0.89%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0585 | 14.42 | |
| 0.0676 | 5.26 | |
| 0.7348 | 86.83 | |
| 0.2653 | 8.73 |
Estimation Period:
Feb 4, 2016 to Feb 6, 2026
Feb 4, 2016 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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