WisdomTree International Efficient Core Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:12.94% (-0.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0121 | 4.54 | |
| 0.0000 | 0.00 | |
| 0.9459 | 235.31 | |
| 0.0849 | 9.01 |
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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