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V-Lab

Virtus WMC International Dividend ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:15.17% (-0.27%)
Analysis last updated: Thursday, February 12, 2026 at 10:22 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Virtus WMC International Dividend ETF S0GARCH
paramt-stat
ω1.52312.46
α0.05942.38
β0.900518.53
γ13.20061.78
γ2-2.8199-0.74
γ3-2.5567-0.60
γ43.61851.04
γ5-1.2628-0.58
γ6-1.5449-1.11
γ72.90782.26
γ8-2.3914-1.88
γ91.04431.23
Estimation Period:
Oct 11, 2017 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts