WisdomTree Japan Hedged Equity Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:21.52% (+1.85%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0847 | 20.47 | |
| 0.0360 | 6.94 | |
| 0.8449 | 197.54 | |
| 0.1403 | 11.81 |
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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