Wisdomtree Trust-Wisdomtree US Multifactor Fund GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:12.40% (-1.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0412 | 15.96 | |
| 0.1684 | 19.55 | |
| 0.7882 | 87.21 |
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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