WisdomTree US LargeCap Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:13.54% (-0.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0277 | 17.91 | |
| 0.0000 | 0.00 | |
| 0.8720 | 258.84 | |
| 0.2114 | 29.55 |
Estimation Period:
Feb 23, 2007 to Feb 6, 2026
Feb 23, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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