WisdomTree Emerging Markets Multifactor Fund Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:14.07% (-1.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0949 | 7.69 | |
| 0.1418 | 4.28 | |
| 0.7936 | 19.29 | |
| 0.0063 | 1.61 |
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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