F/m US Treasury 12 Month Bill ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:0.72% (-0.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0015 | 15.61 | |
| 0.5056 | 6.22 | |
| 0.1766 | 5.60 | |
| -0.4393 | -5.18 |
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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