WisdomTree International Multifactor Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:9.57% (-0.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0474 | 14.63 | |
| 0.0155 | 1.69 | |
| 0.8103 | 101.97 | |
| 0.1847 | 9.49 |
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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