WisdomTree International ESG Fund Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1902 | 3.90 | |
| 0.1139 | 3.96 | |
| 0.7515 | 13.38 | |
| -13.7885 | -3.80 | |
| 18.7562 | 3.03 | |
| -8.0958 | -1.93 | |
| 7.4825 | 2.52 | |
| -8.8925 | -3.02 | |
| 5.8058 | 2.10 | |
| 1.1709 | 0.55 | |
| -5.5328 | -3.04 | |
| 3.9624 | 2.27 | |
| -0.5781 | -0.41 |
Estimation Period:
Nov 3, 2016 to Jan 26, 2024
Nov 3, 2016 to Jan 26, 2024
News Impact Curve
Volatility Forecasts
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