WisdomTree US LargeCap Fund Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:15.44% (+2.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2413 | 6.85 | |
| 0.1295 | 8.78 | |
| 0.8436 | 53.38 | |
| 0.0061 | 2.49 |
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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