F/m US Treasury 5 Year Note ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:2.95% (+0.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1347 | 7.00 | |
| 0.0288 | 12.97 | |
| 0.9990 | 1,460.53 | |
| 10.2763 | 1.33 |
Estimation Period:
Mar 28, 2023 to Feb 13, 2026
Mar 28, 2023 to Feb 13, 2026
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