WisdomTree US SmallCap Fund Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:23.36% (+3.99%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0667 | 6.79 | |
| 0.0876 | 6.87 | |
| 0.8870 | 59.49 | |
| -0.0137 | -1.11 | |
| 0.0399 | 2.15 | |
| -0.0395 | -3.77 |
Estimation Period:
Feb 23, 2007 to Feb 6, 2026
Feb 23, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other WisdomTree US SmallCap Fund Analyses
Other Zero Slope Spline-GARCH Analyses on ETFs