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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.9006	7.29***
α ARCH Response to squared shocks	0.0700	4.03***
β GARCH Volatility persistence	0.9055	46.98***

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

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other WisdomTree Bloomberg U.S. Dollar Bullish Fund Analyses