iShares 20+ Year Treasury Bond BuyWrite Strategy ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:8.14% (-0.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0256 | 10.87 | |
| 0.0000 | 0.00 | |
| 0.8402 | 113.16 | |
| 0.2100 | 12.22 |
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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