V-Lab
Nuveen S&P 500 Buy-Write Income Fund Asy. Power MEM Volatility Analysis
Volatility Prediction for Monday, May 6th, 2024:8.82% (-0.91%)
Analysis last updated: Friday, May 3, 2024 at 09:34 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0286 | 22.68 | |
| 0.2568 | 41.86 | |
| 0.7364 | 120.90 | |
| 0.1291 | 13.42 | |
| 0.7714 | 20.00 |
Estimation Period:
Oct 27, 2004 to May 3, 2024
Oct 27, 2004 to May 3, 2024
News Impact Curve
Volatility Forecasts
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