WisdomTree Japan SmallCap Dividend Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:16.61% (+0.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0453 | 21.03 | |
| 0.0431 | 9.39 | |
| 0.8664 | 235.24 | |
| 0.1136 | 11.81 |
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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