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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0051	4.01***
α ARCH Response to squared shocks	0.1475	9.95***
β GARCH Volatility persistence	0.8451	155.64***

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WisdomTree Bloomberg U.S. Dollar Bullish Fund MEM Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other WisdomTree Bloomberg U.S. Dollar Bullish Fund Analyses