WisdomTree US SmallCap Fund GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:18.99% (-0.95%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.2311 | 8.69 | |
| 0.0766 | 28.67 | |
| 0.9873 | 563.18 | |
| 10.0687 | 3.63 |
Estimation Period:
Feb 23, 2007 to Feb 6, 2026
Feb 23, 2007 to Feb 6, 2026
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