WisdomTree US High Dividend Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:9.37% (-0.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0171 | 19.36 | |
| 0.0309 | 11.08 | |
| 0.8732 | 341.76 | |
| 0.1673 | 24.30 |
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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