F/m US Treasury 20 Year Bond ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:7.29% (+0.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0865 | 11.23 | |
| 0.0603 | 1.52 | |
| 0.7104 | 3.39 | |
| -0.2181 | -2.80 |
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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