Ishares High Yield Corporate Bond Buywrite Strategy ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:3.07% (+0.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8915 | 6.04 | |
| 0.2206 | 60.78 | |
| 0.9950 | 1,265.85 | |
| 3.2607 | 38.22 |
Estimation Period:
Aug 22, 2022 to Feb 13, 2026
Aug 22, 2022 to Feb 13, 2026
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