WisdomTree US LargeCap Dividend Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:11.19% (-0.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0235 | 19.08 | |
| 0.0071 | 1.75 | |
| 0.8649 | 275.26 | |
| 0.2142 | 27.88 |
Estimation Period:
Jun 16, 2006 to Feb 13, 2026
Jun 16, 2006 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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