Nuveen S&P 500 Buy-Write Income Fund EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:10.65% (-0.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0012 | 0.39 | |
| 0.2078 | 30.25 | |
| 0.9699 | 380.19 | |
| -0.1075 | -18.92 |
Estimation Period:
Oct 27, 2004 to Feb 6, 2026
Oct 27, 2004 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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