Nuveen S&P 500 Buy-Write Income Fund GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:12.88% (-1.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0239 | 19.45 | |
| 0.1648 | 32.17 | |
| 0.8203 | 174.69 |
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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