iShares 20+ Year Treasury Bond BuyWrite Strategy ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:8.53% (-0.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0000 | 0.00 | |
| 0.8246 | 65.06 | |
| 0.1814 | 26.75 | |
| 0.1951 | 0.72 | |
| 0.1988 | 1.01 | |
| 0.2721 | 0.30 |
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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