Nuveen Core Equity Alpha Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:16.52% (-1.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0401 | 21.34 | |
| 0.0632 | 11.31 | |
| 0.8367 | 233.72 | |
| 0.1569 | 14.03 |
Estimation Period:
Mar 28, 2007 to Feb 13, 2026
Mar 28, 2007 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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