WisdomTree International Equity Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:15.75% (+0.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0219 | 15.86 | |
| 0.0370 | 8.06 | |
| 0.8841 | 309.87 | |
| 0.1325 | 16.81 |
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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