Wisdomtree Global Defense FD GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:19.06% (-6.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9725 | 13.61 | |
| 0.4310 | 3.75 | |
| 0.0000 | 0.00 | |
| -0.0879 | -0.53 |
Estimation Period:
Sep 12, 2025 to Feb 6, 2026
Sep 12, 2025 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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