F/m US Treasury 5 Year Note ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:2.83% (+0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1664 | 8.14 | |
| 0.0165 | 1.69 | |
| 0.9790 | 42.65 | |
| 0.0834 | 1.14 |
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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