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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.1837	7.44***
α ARCH Response to squared shocks	0.0491	25.09***
β GARCH Volatility persistence	0.9853	448.07***
ν DF Student-t tail thickness	6.2695	4.48***

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