WisdomTree Emerging Markets Multifactor Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:13.32% (+0.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0608 | 14.09 | |
| 0.0464 | 6.07 | |
| 0.8053 | 104.14 | |
| 0.1638 | 8.10 |
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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