WisdomTree US Efficient Core F GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:13.82% (-1.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1042 | 7.12 | |
| 0.1189 | 19.87 | |
| 0.9714 | 213.82 | |
| 7.2038 | 4.27 |
Estimation Period:
Aug 2, 2018 to Feb 13, 2026
Aug 2, 2018 to Feb 13, 2026
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