Invesco S&P 500 BuyWrite ETF GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:13.01% (+2.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0327 | 22.40 | |
| 0.3370 | 40.88 | |
| 0.6630 | 100.10 |
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 GARCH Analyses on ETFs