WisdomTree Japan SmallCap Dividend Fund MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:16.54% (+1.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 41 | ||
| 0.0524 | 8.77 | |
| 0.7203 | 71.82 | |
| 0.1457 | 16.03 | |
| 0.0898 | 1.79 | |
| 0.2496 | 1.93 | |
| 0.6816 | 4.06 |
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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