F/m US Treasury 12 Month Bill ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:0.86% (+0.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0029 | 7.91 | |
| 0.1639 | 6.92 | |
| 0.7461 | 23.70 | |
| 3.9072 | 3.53 |
Estimation Period:
Nov 15, 2022 to Feb 6, 2026
Nov 15, 2022 to Feb 6, 2026
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