WisdomTree Emerging Markets Multifactor Fund GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:15.75% (+2.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8732 | 11.25 | |
| 0.1040 | 14.88 | |
| 0.9444 | 180.09 | |
| 7.2919 | 2.87 |
Estimation Period:
Aug 10, 2018 to Feb 6, 2026
Aug 10, 2018 to Feb 6, 2026
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