Hamilton U.S. T-Bill YLD MAX GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:3.27% (+0.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0302 | 10.97 | |
| 0.4248 | 2.89 | |
| 0.0000 | 0.00 | |
| -0.4248 | -2.86 |
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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