Nuveen S&P 500 Buy-Write Income Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:11.43% (-0.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0249 | 11.44 | |
| 0.0482 | 12.17 | |
| 0.8480 | 210.36 | |
| 0.1632 | 11.88 |
Estimation Period:
Oct 27, 2004 to Feb 13, 2026
Oct 27, 2004 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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