WisdomTree US LargeCap Fund Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:14.94% (+2.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3194 | 7.01 | |
| 0.1284 | 8.79 | |
| 0.8442 | 53.16 | |
| 0.0129 | 2.68 | |
| -0.0151 | -2.40 |
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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