WisdomTree US MidCap Dividend Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:13.05% (+0.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0273 | 15.59 | |
| 0.0332 | 8.58 | |
| 0.8747 | 271.89 | |
| 0.1519 | 19.37 |
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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