Nuveen S&P 500 Buy-Write Income Fund Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:11.33% (-0.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5105 | 5.11 | |
| 0.1706 | 8.04 | |
| 0.8028 | 39.34 | |
| -0.0546 | -4.24 | |
| 0.0777 | 4.12 | |
| -0.0311 | -3.47 |
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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