WisdomTree Europe Hedged Equity Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:14.68% (+0.86%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0498 | 16.19 | |
| 0.0104 | 1.54 | |
| 0.8610 | 161.09 | |
| 0.1842 | 18.72 |
Estimation Period:
Jan 18, 2010 to Feb 6, 2026
Jan 18, 2010 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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