F/m US Treasury 12 Month Bill ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:-0.00% (-0.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 1.0000 | 9,999,900.00 | |
| 0.0858 | 857,600.00 | |
| -0.1715 | -1,715,000.00 | |
| 0.0516 | 154.04 | |
| 0.6570 | 9,661.72 | |
| 0.0000 | 0.03 |
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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