Nuveen Core Equity Alpha Fund Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:15.49% (-1.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0631 | 6.44 | |
| 0.1589 | 9.05 | |
| 0.8152 | 48.52 | |
| 0.0032 | 1.64 |
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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