WisdomTree US Efficient Core F Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:16.15% (+3.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7601 | 4.04 | |
| 0.1423 | 5.15 | |
| 0.8250 | 28.89 | |
| -0.0103 | -0.42 |
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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