WisdomTree Bloomberg U.S. Dollar Bullish Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:7.15% (-0.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0122 | 14.66 | |
| 0.1113 | 7.47 | |
| 0.8397 | 111.84 | |
| -0.0171 | -0.89 |
Estimation Period:
Dec 18, 2013 to Feb 13, 2026
Dec 18, 2013 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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