V-Lab
Nuveen S&P 500 Buy-Write Income Fund Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, May 21st, 2024:12.32% (-0.63%)
Analysis last updated: Monday, May 20, 2024 at 09:39 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4635 | 4.62 | |
| 0.1677 | 7.84 | |
| 0.8069 | 38.79 | |
| -0.0751 | -4.63 | |
| 0.1055 | 4.55 | |
| -0.0400 | -3.66 |
Estimation Period:
Oct 27, 2004 to May 17, 2024
Oct 27, 2004 to May 17, 2024
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