F/m US Treasury 2 Year Note ETF AGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:4.60% (+2.93%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0022 | 11.15 | |
| 0.1608 | 10.74 | |
| 0.7187 | 34.90 | |
| 0.0068 | 0.92 |
Estimation Period:
Aug 9, 2022 to Feb 6, 2026
Aug 9, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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