F/m US Treasury 2 Year Note ETF GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:1.68% (-0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0022 | 10.51 | |
| 0.1617 | 10.54 | |
| 0.7131 | 32.48 |
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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