WisdomTree Europe SmallCap Dividend Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:18.26% (+0.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0473 | 12.35 | |
| 0.0560 | 7.91 | |
| 0.8708 | 212.04 | |
| 0.0919 | 7.71 |
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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