Ishares High Yield Corporate Bond Buywrite Strategy ETF AGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:3.88% (-0.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0086 | -7.16 | |
| 0.0556 | 13.47 | |
| 0.9163 | 252.78 | |
| 0.4544 | 11.42 |
Estimation Period:
Aug 22, 2022 to Feb 6, 2026
Aug 22, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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