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	param	t-stat
$ω$	0.0233	19.33
$α$	0.0429	4.92
$β$	0.7515	96.80
$γ$	0.4111	20.97

V-Lab

Invesco S&P 500 BuyWrite ETF GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:12.22% (-0.45%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Invesco S&P 500 BuyWrite ETF Analyses