Invesco S&P 500 BuyWrite ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:11.93% (-0.92%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.0219 | 2.92 | |
| 0.7557 | 77.05 | |
| 0.4443 | 19.06 | |
| 4.7295 | 7.63 | |
| 0.0000 | 0.01 | |
| 0.9471 | 120.01 |
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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