WisdomTree Emerging Markets Efficient Core Fund GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:19.14% (-0.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2922 | 7.41 | |
| 0.0659 | 6.24 | |
| 0.9430 | 135.68 | |
| 7.3249 | 1.15 |
Estimation Period:
May 20, 2021 to Feb 6, 2026
May 20, 2021 to Feb 6, 2026
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