F/m US Treasury 30 Year Bond ETF AGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:10.93% (+2.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0048 | 5.00 | |
| 0.0453 | 13.66 | |
| 0.9474 | 263.38 | |
| 0.0022 | 0.03 |
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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