Nuveen Mortgage Opportunity Term Fund AGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:8.02% (-0.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0033 | 6.91 | |
| 0.0893 | 24.22 | |
| 0.9069 | 257.34 | |
| 0.1284 | 6.71 |
Estimation Period:
Nov 27, 2009 to Feb 6, 2026
Nov 27, 2009 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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