F/m US Treasury 5 Year Note ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:2.61% (+0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0160 | 0.01 | |
| 0.9824 | 104.87 | |
| -0.0008 | -0.01 | |
| 0.0000 | 0.01 | |
| 0.0000 | 0.01 | |
| 0.0000 | 0.01 |
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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