Invesco S&P 500 BuyWrite ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:16.54% (+5.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.1475 | 3.17 | |
| 0.3571 | 11.40 | |
| 0.6075 | 22.09 | |
| 0.1817 | 0.65 | |
| -0.1887 | -0.46 | |
| 0.3171 | 1.13 | |
| -0.7507 | -1.96 | |
| 0.8012 | 1.87 | |
| -0.4813 | -1.45 | |
| 0.0384 | 0.14 | |
| 0.2074 | 0.76 | |
| -0.1754 | -0.76 |
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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