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{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0000	1.43
α ARCH Response to squared shocks	0.0014
β GARCH Volatility persistence	0.9860	330.42***
γ leverage Additional response to negative shocks	1.0000
δ power Transformation power	2.7168	11.48***

V-Lab

Wisdomtree 1-3 YR Ladd TR FD APARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Wisdomtree 1-3 YR Ladd TR FD Analyses