iShares 20+ Year Treasury Bond BuyWrite Strategy ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:9.10% (-0.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3916 | 6.62 | |
| 0.1229 | 3.73 | |
| 0.7863 | 12.29 | |
| 0.0756 | 0.86 |
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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