WisdomTree International SmallCap Dividend Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:15.15% (+0.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0315 | 15.93 | |
| 0.0467 | 8.46 | |
| 0.8688 | 246.39 | |
| 0.1230 | 12.90 |
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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