Ishares High Yield Corporate Bond Buywrite Strategy ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:4.10% (+0.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.2246 | 5.10 | |
| 0.2724 | 4.33 | |
| 0.5740 | 6.97 | |
| 1.5567 | 5.95 | |
| -1.9080 | -5.54 |
Estimation Period:
Aug 22, 2022 to Feb 13, 2026
Aug 22, 2022 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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