WisdomTree Emerging Markets Multifactor Fund EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:14.55% (+0.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0043 | -1.03 | |
| 0.2190 | 20.21 | |
| 0.9387 | 208.50 | |
| -0.1100 | -10.46 |
Estimation Period:
Aug 10, 2018 to Feb 6, 2026
Aug 10, 2018 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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