iShares 20+ Year Treasury Bond BuyWrite Strategy ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:8.84% (-0.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6538 | 5.70 | |
| 0.1444 | 10.12 | |
| 0.9557 | 112.33 | |
| 8.0761 | 2.45 |
Estimation Period:
Aug 23, 2022 to Feb 6, 2026
Aug 23, 2022 to Feb 6, 2026
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