WisdomTree US SmallCap Dividend Fund Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:21.93% (-0.93%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0375 | 7.89 | |
| 0.0987 | 7.70 | |
| 0.8797 | 63.66 | |
| 0.0073 | 3.43 |
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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