Nuveen S&P 500 Buy-Write Income Fund Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:15.88% (+4.86%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5101 | 5.08 | |
| 0.1713 | 8.03 | |
| 0.8021 | 39.14 | |
| -0.0552 | -4.27 | |
| 0.0787 | 4.16 | |
| -0.0316 | -3.52 |
Estimation Period:
Oct 27, 2004 to Feb 6, 2026
Oct 27, 2004 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Nuveen S&P 500 Buy-Write Income Fund Analyses
Other Zero Slope Spline-GARCH Analyses on Closed-end Funds