Nuveen Emerging Markets Debt 2022 Target Term Fund GARCH Volatility Analysis
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Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0285 | 7.22 | |
| 0.1826 | 17.69 | |
| 0.8167 | 73.37 |
Estimation Period:
Nov 16, 2018 to Nov 23, 2022
Nov 16, 2018 to Nov 23, 2022
News Impact Curve
Volatility Forecasts
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