WisdomTree Europe SmallCap Dividend Fund Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:19.11% (+1.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9395 | 3.63 | |
| 0.1138 | 5.76 | |
| 0.8455 | 42.09 | |
| -0.0431 | -2.43 | |
| 0.0728 | 3.11 | |
| -0.0390 | -4.02 |
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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