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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0055	11.53***
α ARCH Response to squared shocks	0.0758	18.97***
β GARCH Volatility persistence	0.9037	155.06***
γ leverage Additional response to negative shocks	0.0546	2.46**
δ power Transformation power	1.8482	17.06***

V-Lab

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

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other WisdomTree Bloomberg U.S. Dollar Bullish Fund Analyses