V-Lab
Nuveen S&P 500 Buy-Write Income Fund GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, May 2nd, 2024:10.74% (-1.02%)
Analysis last updated: Wednesday, May 1, 2024 at 10:14 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0245 | 9.24 | |
| 0.1335 | 33.73 | |
| 0.9797 | 451.70 | |
| 8 | 7.33 |
Estimation Period:
Oct 27, 2004 to Apr 26, 2024
Oct 27, 2004 to Apr 26, 2024
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