F/m US Treasury 20 Year Bond ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:7.46% (+0.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 46 | ||
| 0.0463 | 3.13 | |
| 0.6683 | 11.56 | |
| 0.0167 | 0.96 | |
| 0.0000 | 0.00 | |
| 0.0527 | 1.18 | |
| 0.9439 | 10.50 |
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 MF2-GARCH Analyses on ETFs