Ishares S&P 500 Buywrite ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:12.17% (-3.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1151 | 12.39 | |
| 0.0709 | 3.06 | |
| 0.4752 | 15.80 | |
| 0.4159 | 5.26 |
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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