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	param	t-stat
$ω$	0.9737	7.20
$α$	0.1249	7.35
$β$	0.8233	38.56
$γ_{1}$	-0.0289	-2.45
$γ_{2}$	0.0494	3.01
$γ_{3}$	-0.0270	-3.64

V-Lab

WisdomTree Japan SmallCap Dividend Fund Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:19.92% (+2.27%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other WisdomTree Japan SmallCap Dividend Fund Analyses