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WisdomTree International ESG Fund Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Sunday, January 28, 2024 at 05:29 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of WisdomTree International ESG Fund S0GARCH
paramt-stat
ω0.19023.90
α0.11393.96
β0.751513.38
γ1-13.7885-3.80
γ218.75623.03
γ3-8.0958-1.93
γ47.48252.52
γ5-8.8925-3.02
γ65.80582.10
γ71.17090.55
γ8-5.5328-3.04
γ93.96242.27
γ10-0.5781-0.41
Estimation Period:
Nov 3, 2016 to Jan 26, 2024
Impact of return on volatility tomorrow
Volatility Forecasts