WisdomTree Emerging Markets Efficient Core Fund Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:17.12% (-1.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6489 | 7.63 | |
| 0.1084 | 2.78 | |
| 0.6400 | 5.43 | |
| -0.8304 | -3.76 | |
| 1.1402 | 3.26 | |
| -0.4813 | -1.21 |
Estimation Period:
May 20, 2021 to Feb 6, 2026
May 20, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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