WisdomTree US Efficient Core F AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:15.88% (+0.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0122 | 1.51 | |
| 0.1359 | 13.31 | |
| 0.8305 | 79.95 | |
| 0.5220 | 7.52 |
Estimation Period:
Aug 2, 2018 to Feb 6, 2026
Aug 2, 2018 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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