F/m US Treasury 12 Month Bill ETF AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:4.44% (+3.73%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0014 | 16.27 | |
| 0.3622 | 13.09 | |
| 0.1408 | 4.96 | |
| -0.0149 | -6.44 |
Estimation Period:
Nov 15, 2022 to Feb 6, 2026
Nov 15, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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