Ishares S&P 500 Buywrite ETF AGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:28.99% (+20.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0704 | 5.88 | |
| 0.3995 | 13.76 | |
| 0.3789 | 12.88 | |
| 0.4509 | 14.43 |
Estimation Period:
Mar 15, 2024 to Feb 6, 2026
Mar 15, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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