F/m US Treasury 12 Month Bill ETF EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:0.81% (-0.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -2.1966 | -12.08 | |
| 0.4415 | 16.40 | |
| 0.6275 | 19.88 | |
| 0.1254 | 4.18 |
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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