F/M Ultrasht Trea Infln-Prtd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:0.58% (-0.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0000 | 1.38 | |
| 0.1095 | 5.49 | |
| 0.9012 | 57.88 | |
| -0.0887 | -2.99 |
Estimation Period:
Feb 25, 2025 to Feb 6, 2026
Feb 25, 2025 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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