WisdomTree US Total Dividend Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:10.32% (-0.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0123 | 6.76 | |
| 0.0287 | 1.75 | |
| 0.9072 | 76.90 | |
| 0.1235 | 7.37 |
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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