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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0000	1.45
α ARCH Response to squared shocks	0.0000	0.00
β GARCH Volatility persistence	0.9838	370.13***
γ leverage Additional response to negative shocks	0.0238	3.50***

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Wisdomtree 1-3 YR Ladd TR FD GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Wisdomtree 1-3 YR Ladd TR FD Analyses