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Invesco S&P 500 BuyWrite ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:16.54% (+5.58%)
Analysis last updated: Friday, February 6, 2026 at 10:58 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Invesco S&P 500 BuyWrite ETF S0GARCH
paramt-stat
ω4.14753.17
α0.357111.40
β0.607522.09
γ10.18170.65
γ2-0.1887-0.46
γ30.31711.13
γ4-0.7507-1.96
γ50.80121.87
γ6-0.4813-1.45
γ70.03840.14
γ80.20740.76
γ9-0.1754-0.76
Estimation Period:
Dec 27, 2007 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts