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{name} Model Equation

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Parameter	Value	t-statistic
m window Rolling window length	41
α ARCH Response to squared shocks	0.0002	0.03
β GARCH Volatility persistence	0.9715	33.51***
γ leverage Additional response to negative shocks	0.0565	1.26
λ₁ tau intercept Baseline long-term coefficient	0.6474	0.00
λ₂ forecast adj. Forecast performance sensitivity	0.0000	0.00
λ₃ tau persistence Long-term factor persistence	0.8572	0.00

V-Lab

Wisdomtree 1-3 YR Ladd TR FD MF2-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Wisdomtree 1-3 YR Ladd TR FD Analyses