WisdomTree US ESG Fund EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0079 | 1.63 | |
| 0.1545 | 16.36 | |
| 0.9735 | 393.18 | |
| -0.1300 | -20.43 |
Estimation Period:
Feb 23, 2007 to Jan 26, 2024
Feb 23, 2007 to Jan 26, 2024
News Impact Curve
Volatility Forecasts
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