WisdomTree International SmallCap Dividend Fund Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:17.24% (+2.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9469 | 5.27 | |
| 0.1294 | 6.57 | |
| 0.8216 | 39.52 | |
| -0.0502 | -3.77 | |
| 0.0867 | 4.74 | |
| -0.0484 | -5.92 |
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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