F/m US Treasury 20 Year Bond ETF AGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:7.97% (+1.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0012 | -2.43 | |
| 0.0221 | 10.53 | |
| 0.9769 | 395.84 | |
| 0.2023 | 4.61 |
Estimation Period:
Mar 28, 2023 to Feb 6, 2026
Mar 28, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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