Wisdomtree Trust-Wisdomtree US Multifactor Fund EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:12.57% (-0.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0051 | -0.87 | |
| 0.1893 | 17.26 | |
| 0.9482 | 221.49 | |
| -0.1573 | -22.50 |
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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