WisdomTree Japan SmallCap Dividend Fund GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:20.35% (+2.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3479 | 10.90 | |
| 0.0955 | 23.29 | |
| 0.9715 | 350.47 | |
| 8.3716 | 3.88 |
Estimation Period:
Jun 16, 2006 to Feb 6, 2026
Jun 16, 2006 to Feb 6, 2026
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