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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0023	5.91***
α ARCH Response to squared shocks	0.0846	2.76***
β GARCH Volatility persistence	0.6577	11.80***
γ leverage Additional response to negative shocks	0.0460	1.45

V-Lab

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

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Wisdomtree 1-3 YR Ladd TR FD Analyses