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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0116	14.97***
α ARCH Response to squared shocks	0.1050	7.58***
β GARCH Volatility persistence	0.8438	115.47***
γ leverage Additional response to negative shocks	-0.0087	-0.48

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

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News Impact Curve

Volatility Forecast

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Other WisdomTree Bloomberg U.S. Dollar Bullish Fund Analyses