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{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.4663	8.25***
α ARCH Response to squared shocks	0.0140	0.56
β GARCH Volatility persistence	0.9106	4.73***

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