WisdomTree US High Dividend Fund Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:13.74% (+1.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3408 | 3.44 | |
| 0.1436 | 8.13 | |
| 0.8137 | 42.40 | |
| -0.5349 | -5.68 | |
| 0.7330 | 5.57 | |
| -0.2710 | -3.89 | |
| 0.1565 | 2.69 | |
| -0.1187 | -1.87 | |
| -0.0304 | -0.34 |
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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