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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.2832	7.96***
α ARCH Response to squared shocks	0.0566	0.90
β GARCH Volatility persistence	0.7175	2.45**

V-Lab

Wisdomtree 1-3 YR Ladd TR FD Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Wisdomtree 1-3 YR Ladd TR FD Analyses