iShares 20+ Year Treasury Bond BuyWrite Strategy ETF AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:9.50% (-0.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0000 | 0.01 | |
| 0.1061 | 22.24 | |
| 0.8321 | 130.97 | |
| 0.5563 | 19.64 |
Estimation Period:
Aug 23, 2022 to Feb 6, 2026
Aug 23, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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