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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	-0.0507	-13.32***
α ARCH Response to squared shocks	0.1806	14.49***
β GARCH Volatility persistence	0.9670	415.36***
γ leverage Additional response to negative shocks	-0.0108	-1.47

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

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other WisdomTree Bloomberg U.S. Dollar Bullish Fund Analyses