iShares 20+ Year Treasury Bond BuyWrite Strategy ETF EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:8.99% (-0.59%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0531 | -7.86 | |
| 0.1823 | 16.84 | |
| 0.9328 | 157.51 | |
| -0.1705 | -17.82 |
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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