iShares 20+ Year Treasury Bond BuyWrite Strategy ETF GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:9.41% (-0.59%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0280 | 10.95 | |
| 0.1366 | 16.85 | |
| 0.8146 | 78.12 |
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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