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V-Lab

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

Volatility prediction for Monday, August 10th, 2026

1 Day

5.45%

increased by 0.09%

1 Week

5.53%

increased by 0.17%

1 Month

5.79%

increased by 0.43%

Analysis last updated: Friday, August 7, 2026 at 10:45 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of WisdomTree Bloomberg U.S. Dollar Bullish Fund GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Dec 18, 2013 to Aug 7, 2026

Model Insight

Volatility shocks decay with a half-life of 29 trading days, meaning a shock loses half its impact after approximately 29 days.

σ

GARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.0045
16.06***
α

ARCH

Response to squared shocks

0.0693
15.96***
β

GARCH

Volatility persistence

0.9072
191.32***

Persistence:

0.976

Half-life:

29 days