iShares 20+ Year Treasury Bond BuyWrite Strategy ETF APARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:9.43% (-0.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0420 | 13.93 | |
| 0.1009 | 16.38 | |
| 0.8569 | 120.76 | |
| 0.8905 | 13.70 | |
| 1.0555 | 16.08 |
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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