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	param	t-stat
$ω$	0.9568	7.20
$α$	0.1256	7.26
$β$	0.8207	37.36
$γ_{1}$	-0.0324	-2.69
$γ_{2}$	0.0578	3.25
$γ_{3}$	-0.0446	-2.60

V-Lab

WisdomTree Japan SmallCap Dividend Fund Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:19.32% (+2.37%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other WisdomTree Japan SmallCap Dividend Fund Analyses