Nuveen Mortgage Opportunity Term Fund GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:8.32% (-0.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0037 | 15.39 | |
| 0.0875 | 22.72 | |
| 0.9099 | 249.03 |
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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