iShares 20+ Year Treasury Bond BuyWrite Strategy ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:8.38% (-0.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3863 | 7.76 | |
| 0.1228 | 3.74 | |
| 0.7864 | 12.29 | |
| 0.0722 | 2.94 |
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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