Wisdomtree Trust-Wisdomtree US Multifactor Fund GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:10.83% (-0.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9089 | 7.62 | |
| 0.1322 | 22.02 | |
| 0.9670 | 183.77 | |
| 7.0324 | 5.21 |
Estimation Period:
Jun 29, 2017 to Feb 6, 2026
Jun 29, 2017 to Feb 6, 2026
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