Global X Mid-Term U.S. Treasury Premium Yield ETF EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:7.23% (-0.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.3440 | -5.72 | |
| 0.2565 | 12.09 | |
| 0.7703 | 20.01 | |
| -0.0011 | -0.05 |
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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