Ishares S&P 500 Buywrite ETF GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:11.24% (-2.86%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0993 | 10.16 | |
| 0.3362 | 10.32 | |
| 0.4996 | 14.25 |
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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