WisdomTree International Multifactor Fund AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:15.18% (+5.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0151 | 4.24 | |
| 0.1187 | 16.24 | |
| 0.8002 | 110.96 | |
| 0.5591 | 13.01 |
Estimation Period:
Aug 10, 2018 to Feb 6, 2026
Aug 10, 2018 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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