F/m US Treasury 20 Year Bond ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:6.69% (+0.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0000 | 0.00 | |
| 0.0086 | 1.68 | |
| 0.9765 | 294.47 | |
| 0.0265 | 2.46 |
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 GJR-GARCH Analyses on ETFs