Nuveen Mortgage Opportunity Term Fund EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:7.81% (-0.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0065 | -4.05 | |
| 0.1981 | 26.46 | |
| 0.9797 | 721.46 | |
| -0.0574 | -8.97 |
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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