WisdomTree US SmallCap Dividend Fund GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:21.84% (+2.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8528 | 7.47 | |
| 0.0851 | 26.79 | |
| 0.9864 | 491.70 | |
| 8.9972 | 4.09 |
Estimation Period:
Jun 16, 2006 to Feb 6, 2026
Jun 16, 2006 to Feb 6, 2026
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