Nuveen S&P 500 Buy-Write Income Fund Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:15.27% (+5.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4840 | 5.10 | |
| 0.1704 | 7.95 | |
| 0.8014 | 38.98 | |
| -0.0628 | -4.62 | |
| 0.0948 | 4.37 | |
| -0.0580 | -2.40 |
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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