Nuveen S&P 500 Buy-Write Income Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:11.40% (-0.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0250 | 11.48 | |
| 0.0486 | 12.19 | |
| 0.8475 | 209.36 | |
| 0.1632 | 11.85 |
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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