F/m US Treasury 12 Month Bill ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:0.69% (-0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0913 | 6.49 | |
| 0.4009 | 2.77 | |
| 0.1639 | 1.30 | |
| 0.0105 | 0.30 |
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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