F/m US Treasury 30 Year Bond ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:9.16% (-0.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8550 | 5.32 | |
| 0.0846 | 1.95 | |
| 0.5549 | 2.27 | |
| -2.9959 | -2.39 | |
| 4.5551 | 2.57 | |
| -3.2009 | -3.04 | |
| 2.7120 | 3.85 |
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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