F/m US Treasury 2 Year Note ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:1.76% (-0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0028 | 9.55 | |
| 0.1930 | 6.40 | |
| 0.6803 | 26.55 | |
| -0.0867 | -2.58 |
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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