Nuveen Floating Rate Income Fund/Closed-end Fund EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:10.67% (+0.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0037 | -2.28 | |
| 0.2619 | 46.40 | |
| 0.9649 | 546.35 | |
| -0.1074 | -20.12 |
Estimation Period:
Mar 26, 2004 to Feb 6, 2026
Mar 26, 2004 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Nuveen Floating Rate Income Fund/Closed-end Fund Analyses
Other EGARCH Analyses on Closed-end Funds