V-Lab
Nuveen S&P 500 Buy-Write Income Fund Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, April 30th, 2024:12.92% (-0.91%)
Analysis last updated: Monday, April 29, 2024 at 09:32 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4641 | 4.57 | |
| 0.1688 | 7.86 | |
| 0.8060 | 38.62 | |
| -0.0759 | -4.63 | |
| 0.1065 | 4.55 | |
| -0.0403 | -3.64 |
Estimation Period:
Oct 27, 2004 to Apr 26, 2024
Oct 27, 2004 to Apr 26, 2024
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