WisdomTree Japan Hedged Equity Fund Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:26.02% (-1.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0453 | 6.47 | |
| 0.1290 | 7.70 | |
| 0.8248 | 40.48 | |
| 0.0015 | 0.60 |
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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