Invesco S&P 500 BuyWrite ETF EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:13.31% (-0.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0246 | -3.34 | |
| 0.3470 | 25.77 | |
| 0.9316 | 378.71 | |
| -0.2376 | -21.63 |
Estimation Period:
Dec 27, 2007 to Feb 6, 2026
Dec 27, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Invesco S&P 500 BuyWrite ETF Analyses
Other EGARCH Analyses on ETFs