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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.9438	7.71***
α ARCH Response to squared shocks	0.0690	4.03***
β GARCH Volatility persistence	0.9082	48.53***

V-Lab

WisdomTree Bloomberg U.S. Dollar Bullish Fund Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other WisdomTree Bloomberg U.S. Dollar Bullish Fund Analyses