Ishares High Yield Corporate Bond Buywrite Strategy ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:2.70% (-0.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.9564 | 3.21 | |
| 0.2611 | 4.42 | |
| 0.5754 | 7.46 | |
| 1.8783 | 1.34 | |
| -1.7113 | -0.87 | |
| 2.1174 | 1.54 | |
| -7.1770 | -2.74 |
Estimation Period:
Aug 22, 2022 to Jan 23, 2026
Aug 22, 2022 to Jan 23, 2026
News Impact Curve
Volatility Forecasts
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