Ishares Investment Grade Corporate Bond Buywrite Strategy ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:4.96% (-0.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.0430 | 2.65 | |
| 0.2863 | 5.05 | |
| 0.5413 | 7.16 | |
| 2.4433 | 0.54 | |
| -1.8228 | -0.27 | |
| -2.4496 | -0.56 | |
| 7.1816 | 1.59 | |
| -10.3404 | -1.94 | |
| 6.3673 | 1.59 |
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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