WisdomTree US Efficient Core F EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:15.36% (-0.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0068 | 1.17 | |
| 0.1755 | 12.26 | |
| 0.9591 | 291.44 | |
| -0.1502 | -11.93 |
Estimation Period:
Aug 2, 2018 to Feb 6, 2026
Aug 2, 2018 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other WisdomTree US Efficient Core F Analyses
Other EGARCH Analyses on ETFs