Ishares S&P 500 Buywrite ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:15.68% (+7.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 41 | ||
| 0.0430 | 2.09 | |
| 0.4542 | 10.78 | |
| 0.4175 | 16.89 | |
| 0.0738 | 0.35 | |
| 0.0774 | 0.42 | |
| 0.7658 | 1.20 |
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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