WisdomTree Emerging Markets Efficient Core Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:15.98% (-0.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0762 | 8.11 | |
| 0.0117 | 2.15 | |
| 0.8744 | 94.01 | |
| 0.1114 | 5.61 |
Estimation Period:
May 20, 2021 to Feb 13, 2026
May 20, 2021 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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