Nuveen S&P 500 Buy-Write Income Fund EGARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:11.35% (-0.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0011 | 0.37 | |
| 0.2069 | 30.31 | |
| 0.9700 | 381.75 | |
| -0.1073 | -18.90 |
Estimation Period:
Oct 27, 2004 to Feb 20, 2026
Oct 27, 2004 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
Other Nuveen S&P 500 Buy-Write Income Fund Analyses
Other EGARCH Analyses on Closed-end Funds