WisdomTree US SmallCap Fund Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:23.30% (-0.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1795 | 8.36 | |
| 0.0873 | 6.98 | |
| 0.8909 | 62.64 | |
| 0.0082 | 3.85 |
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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