Ishares S&P 500 Buywrite ETF EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:12.41% (-2.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.1293 | -6.37 | |
| 0.3362 | 12.39 | |
| 0.8137 | 37.89 | |
| -0.1755 | -6.18 |
Estimation Period:
Mar 15, 2024 to Feb 13, 2026
Mar 15, 2024 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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