WisdomTree US MidCap Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:17.46% (+3.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0330 | 14.43 | |
| 0.0201 | 7.72 | |
| 0.8878 | 322.95 | |
| 0.1527 | 19.94 |
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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