Hamilton U.S. T-Bill YLD MAX EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:3.29% (+0.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.6947 | -5.50 | |
| -0.0306 | -1.27 | |
| 0.7931 | 19.87 | |
| 0.2053 | 9.10 |
Estimation Period:
Sep 16, 2024 to Feb 6, 2026
Sep 16, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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