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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0128	15.94***
α ARCH Response to squared shocks	0.1060	16.49***
β GARCH Volatility persistence	0.8331	106.40***
γ leverage Additional response to negative shocks	0.0224	1.13

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

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