F/m US Treasury 30 Year Bond ETF EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:8.02% (+0.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0020 | -0.97 | |
| 0.0544 | 9.65 | |
| 1.0000 | 792.39 | |
| -0.0220 | -4.26 |
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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