WisdomTree International ESG Fund Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1817 | 3.82 | |
| 0.1156 | 3.98 | |
| 0.7489 | 13.20 | |
| -14.2791 | -3.99 | |
| 19.5028 | 3.18 | |
| -8.5487 | -2.04 | |
| 7.8311 | 2.65 | |
| -9.1549 | -3.11 | |
| 5.9901 | 2.17 | |
| 1.0411 | 0.48 | |
| -5.3916 | -2.81 | |
| 3.6887 | 1.63 | |
| 0.0845 | 0.03 |
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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