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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0048	16.85***
α ARCH Response to squared shocks	0.0638	7.64***
β GARCH Volatility persistence	0.9045	187.67***
γ leverage Additional response to negative shocks	0.0142	1.19

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

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other WisdomTree Bloomberg U.S. Dollar Bullish Fund Analyses