WisdomTree International MidCap Dividend Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:14.04% (+0.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0232 | 13.69 | |
| 0.0346 | 8.51 | |
| 0.8941 | 325.49 | |
| 0.1117 | 13.99 |
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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