F/m US Treasury 12 Month Bill ETF GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:0.71% (-0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0015 | 18.00 | |
| 0.3975 | 11.84 | |
| 0.1736 | 5.47 |
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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