F/m US Treasury 3 Year Note ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:1.78% (-0.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0000 | 0.00 | |
| 0.0208 | 2.40 | |
| 0.9862 | 296.32 | |
| -0.0208 | -3.26 |
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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