Nuveen S&P 500 Buy-Write Income Fund GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:10.59% (-0.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0239 | 19.46 | |
| 0.1641 | 32.21 | |
| 0.8208 | 175.58 |
Estimation Period:
Oct 27, 2004 to Feb 20, 2026
Oct 27, 2004 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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