Ishares S&P 500 Buywrite ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:24.29% (+8.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.5630 | 2.58 | |
| 0.2625 | 60.85 | |
| 0.9685 | 88.06 | |
| 2.1381 | 166.01 |
Estimation Period:
Mar 15, 2024 to Feb 6, 2026
Mar 15, 2024 to Feb 6, 2026
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