F/m US Treasury 30 Year Bond ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:8.93% (+1.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0548 | 10.26 | |
| 0.0833 | 2.05 | |
| 0.6380 | 3.52 | |
| -0.2580 | -3.18 |
Estimation Period:
Mar 28, 2023 to Feb 6, 2026
Mar 28, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other F/m US Treasury 30 Year Bond ETF Analyses
Other Spline-GARCH Analyses on ETFs