F/m US Treasury 2 Year Note ETF EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:1.49% (+0.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.2382 | -7.67 | |
| 0.2452 | 10.49 | |
| 0.9402 | 117.61 | |
| 0.0258 | 1.91 |
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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