F/m US Treasury 20 Year Bond ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:8.47% (+0.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3330 | 9.29 | |
| 0.0341 | 2.15 | |
| 0.9445 | 32.99 | |
| 0.0960 | 3.20 |
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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