WisdomTree US Efficient Core F GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:14.85% (-0.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0312 | 10.78 | |
| 0.0124 | 1.39 | |
| 0.8717 | 164.57 | |
| 0.1807 | 10.15 |
Estimation Period:
Aug 2, 2018 to Feb 13, 2026
Aug 2, 2018 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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