Ishares Investment Grade Corporate Bond Buywrite Strategy ETF AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:5.03% (-0.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0207 | 10.13 | |
| 0.1935 | 15.86 | |
| 0.5968 | 43.20 | |
| 0.2081 | 9.88 |
Estimation Period:
Aug 19, 2022 to Feb 6, 2026
Aug 19, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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