Invesco S&P 500 BuyWrite ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:13.63% (-2.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.4129 | 6.02 | |
| 0.2315 | 142.04 | |
| 0.9956 | 1,418.19 | |
| 3.3660 | 80.98 |
Estimation Period:
Dec 27, 2007 to Feb 6, 2026
Dec 27, 2007 to Feb 6, 2026
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