Wisdomtree Trust-Wisdomtree US Multifactor Fund AGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:12.39% (-0.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0091 | 1.44 | |
| 0.1375 | 15.03 | |
| 0.8178 | 81.32 | |
| 0.5215 | 10.54 |
Estimation Period:
Jun 29, 2017 to Feb 6, 2026
Jun 29, 2017 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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