F/m US Treasury 20 Year Bond ETF EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:6.70% (-0.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0019 | -0.73 | |
| 0.0404 | 7.21 | |
| 1.0000 | 599.16 | |
| -0.0290 | -6.13 |
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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