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WisdomTree International ESG Fund Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Sunday, January 28, 2024 at 05:26 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of WisdomTree International ESG Fund SGARCH
paramt-stat
ω0.18173.82
α0.11563.98
β0.748913.20
γ1-14.2791-3.99
γ219.50283.18
γ3-8.5487-2.04
γ47.83112.65
γ5-9.1549-3.11
γ65.99012.17
γ71.04110.48
γ8-5.3916-2.81
γ93.68871.63
γ100.08450.03
Estimation Period:
Nov 3, 2016 to Jan 26, 2024
Impact of return on volatility tomorrow
Volatility Forecasts