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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0098	3.36***
α ARCH Response to squared shocks	0.0408	8.56***
β GARCH Volatility persistence	0.9845	184.98***
ν DF Student-t tail thickness	6.6650	1.32

V-Lab

Wisdomtree 1-3 YR Ladd TR FD GAS-GARCH Student T Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Wisdomtree 1-3 YR Ladd TR FD Analyses