F/m US Treasury 2 Year Note ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:1.18% (+0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 46 | ||
| 0.0238 | 1.78 | |
| 0.9629 | 32.67 | |
| -0.0238 | -1.01 | |
| 0.0036 | 0.22 | |
| 0.6499 | 0.24 | |
| 0.0000 | 0.00 |
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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