Invesco S&P 500 BuyWrite ETF AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:14.09% (+1.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0272 | -271,580.00 | |
| 0.1778 | 1,777,500.00 | |
| 0.8155 | 8,155,420.00 | |
| 0.5392 | 5,391,640.00 |
Estimation Period:
Dec 27, 2007 to Feb 6, 2026
Dec 27, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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