Wisdomtree Trust-Wisdomtree US Multifactor Fund MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:18.30% (+7.98%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 101 | ||
| 0.0076 | 1.93 | |
| 0.8173 | 134.06 | |
| 0.2217 | 30.87 | |
| 0.2196 | 0.28 | |
| 0.7521 | 0.27 | |
| 0.0000 | 0.00 |
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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