Nuveen S&P 500 Buy-Write Income Fund Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:10.68% (-0.80%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4836 | 5.12 | |
| 0.1698 | 7.95 | |
| 0.8020 | 39.16 | |
| -0.0626 | -4.62 | |
| 0.0946 | 4.38 | |
| -0.0584 | -2.42 |
Estimation Period:
Oct 27, 2004 to Feb 13, 2026
Oct 27, 2004 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Nuveen S&P 500 Buy-Write Income Fund Analyses
Other Spline-GARCH Analyses on Closed-end Funds