F/m US Treasury 2 Year Note ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:1.12% (+0.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9959 | 6.35 | |
| 0.1415 | 1.77 | |
| 0.4977 | 2.63 | |
| -0.9524 | -2.20 | |
| 1.6643 | 2.24 | |
| -2.0676 | -2.29 |
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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