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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%)
Analysis last updated: Saturday, February 7, 2026 at 03:10 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Ishares Investment Grade Corporate Bond Buywrite Strategy ETF S0GARCH
paramt-stat
ω2.04302.65
α0.28635.05
β0.54137.16
γ12.44330.54
γ2-1.8228-0.27
γ3-2.4496-0.56
γ47.18161.59
γ5-10.3404-1.94
γ66.36731.59
Estimation Period:
Aug 19, 2022 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts