WisdomTree US SmallCap Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:16.79% (-0.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0293 | 13.38 | |
| 0.0200 | 9.49 | |
| 0.9154 | 401.48 | |
| 0.1049 | 16.58 |
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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