WisdomTree Emerging Markets Multifactor Fund Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:15.48% (+3.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0238 | 6.45 | |
| 0.1419 | 4.10 | |
| 0.7881 | 18.28 | |
| -0.0084 | -0.43 |
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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