WisdomTree US SmallCap Dividend Fund Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:23.27% (+2.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8350 | 6.83 | |
| 0.1006 | 7.62 | |
| 0.8709 | 58.20 | |
| -0.0301 | -2.56 | |
| 0.0611 | 3.41 | |
| -0.0457 | -4.46 |
Estimation Period:
Jun 16, 2006 to Feb 6, 2026
Jun 16, 2006 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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