F/m US Treasury 12 Month Bill ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:0.60% (+0.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8757 | 3.69 | |
| 0.3865 | 3.04 | |
| 0.1166 | 1.14 | |
| -2.6725 | -1.03 | |
| 3.6321 | 0.93 | |
| -1.6265 | -0.66 | |
| 3.0477 | 1.31 | |
| -9.3968 | -2.40 |
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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