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	param	t-stat
$ω$	1.3752	4.22
$α$	0.1132	6.59
$β$	0.8410	29.64
$γ_{1}$	0.4999	4.98
$γ_{2}$	-0.7175	-3.99
$γ_{3}$	0.7044	3.16
$γ_{4}$	-0.8829	-2.29
$γ_{5}$	0.4631	0.95
$γ_{6}$	-0.1590	-0.40
$γ_{7}$	0.3651	1.09

V-Lab

WisdomTree Chinese Yuan Strategy Fund Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other WisdomTree Chinese Yuan Strategy Fund Analyses