Global X Mid-Term U.S. Treasury Premium Yield ETF AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:7.40% (+0.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0510 | 7.16 | |
| 0.1280 | 10.55 | |
| 0.6427 | 16.61 | |
| -0.0265 | -0.86 |
Estimation Period:
Oct 5, 2023 to Feb 6, 2026
Oct 5, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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