WisdomTree European Opportunities Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:15.28% (-1.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0578 | 19.66 | |
| 0.0505 | 5.55 | |
| 0.7882 | 135.99 | |
| 0.2180 | 11.49 |
Estimation Period:
Mar 4, 2015 to Feb 6, 2026
Mar 4, 2015 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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