F/m US Treasury 5 Year Note ETF AGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:2.40% (+0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0002 | -1.84 | |
| 0.0003 | 0.32 | |
| 1.0000 | 1,251.56 | |
| -0.3040 | -46.34 |
Estimation Period:
Mar 28, 2023 to Feb 6, 2026
Mar 28, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other F/m US Treasury 5 Year Note ETF Analyses
Other AGARCH Analyses on ETFs