V-Lab
Nuveen S&P 500 Buy-Write Income Fund AGARCH Volatility Analysis
Volatility Prediction for Tuesday, May 21st, 2024:10.70% (-0.66%)
Analysis last updated: Monday, May 20, 2024 at 09:39 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0162 | 4.85 | |
| 0.1405 | 29.80 | |
| 0.8385 | 157.70 | |
| 0.2767 | 8.56 |
Estimation Period:
Oct 27, 2004 to May 17, 2024
Oct 27, 2004 to May 17, 2024
News Impact Curve
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