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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.7249	6.27***
α ARCH Response to squared shocks	0.1018	4.22***
β GARCH Volatility persistence	0.8347	26.55***

γ₁	-0.0777	-2.43**
γ₂	0.1192	2.44**
γ₃	-0.0595	-2.06**

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