Hamilton U.S. T-Bill YLD MAX Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:2.18% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1999 | 2.85 | |
| 0.0000 | 0.00 | |
| 0.9602 | 1.74 | |
| -0.1947 | -0.20 |
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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