F/m US Treasury 20 Year Bond ETF GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:7.05% (-0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0004 | 0.77 | |
| 0.0297 | 10.60 | |
| 0.9686 | 292.27 |
Estimation Period:
Mar 28, 2023 to Feb 6, 2026
Mar 28, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other F/m US Treasury 20 Year Bond ETF Analyses
Other GARCH Analyses on ETFs