WisdomTree Europe SmallCap Dividend Fund Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:17.83% (+1.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8787 | 3.75 | |
| 0.1149 | 5.50 | |
| 0.8364 | 39.03 | |
| -0.0527 | -2.97 | |
| 0.0942 | 3.83 | |
| -0.0774 | -3.70 |
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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