F/m US Treasury 5 Year Note ETF EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:2.72% (+0.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0012 | -0.25 | |
| -0.0222 | -2.85 | |
| 0.9997 | 24,381.78 | |
| -0.0258 | -1.69 |
Estimation Period:
Mar 28, 2023 to Feb 6, 2026
Mar 28, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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