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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.1841	7.65***
α ARCH Response to squared shocks	0.0497	25.00***
β GARCH Volatility persistence	0.9849	450.15***
ν DF Student-t tail thickness	6.3370	4.43***

V-Lab

WisdomTree Bloomberg U.S. Dollar Bullish Fund GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other WisdomTree Bloomberg U.S. Dollar Bullish Fund Analyses