Virtus WMC International Dividend ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:14.61% (-0.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2878 | 1.84 | |
| 0.0581 | 2.12 | |
| 0.9066 | 18.58 | |
| 2.1086 | 1.76 | |
| -3.5642 | -2.06 | |
| 2.3997 | 2.42 | |
| -1.6774 | -2.12 | |
| 1.4425 | 2.02 | |
| -1.5672 | -1.38 |
Estimation Period:
Oct 11, 2017 to Feb 6, 2026
Oct 11, 2017 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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