WisdomTree US SmallCap Dividend Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:16.55% (-0.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0271 | 13.95 | |
| 0.0213 | 9.48 | |
| 0.9064 | 369.83 | |
| 0.1188 | 17.85 |
Estimation Period:
Jun 16, 2006 to Feb 13, 2026
Jun 16, 2006 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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