WisdomTree Private Credit and Alternative Income Fund EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:15.07% (-1.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0035 | -0.47 | |
| 0.2391 | 14.68 | |
| 0.9120 | 118.12 | |
| -0.1626 | -11.62 |
Estimation Period:
May 6, 2021 to Feb 6, 2026
May 6, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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