F/m US Treasury 20 Year Bond ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:7.21% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6225 | 9.27 | |
| 0.0328 | 11.10 | |
| 0.9990 | 1,196.41 | |
| 37.9940 | 0.18 |
Estimation Period:
Mar 28, 2023 to Feb 6, 2026
Mar 28, 2023 to Feb 6, 2026
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