Wisdomtree Trust-Wisdomtree US Multifactor Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:11.46% (-0.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0338 | 12.26 | |
| 0.0219 | 2.61 | |
| 0.8363 | 117.45 | |
| 0.2148 | 14.16 |
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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