Wisdomtree Europe Defense FD GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:30.89% (-8.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7390 | 4.45 | |
| 0.1822 | 1.97 | |
| 0.2746 | 1.92 | |
| -0.0137 | -0.12 |
Estimation Period:
Jul 17, 2025 to Feb 6, 2026
Jul 17, 2025 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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