WisdomTree US SmallCap Fund EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:17.22% (+0.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0128 | 4.47 | |
| 0.1308 | 31.89 | |
| 0.9853 | 846.45 | |
| -0.0908 | -26.17 |
Estimation Period:
Feb 23, 2007 to Feb 6, 2026
Feb 23, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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