Nuveen Mortgage Opportunity Term Fund GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:8.04% (-0.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6334 | 6.29 | |
| 0.0857 | 52.10 | |
| 0.9932 | 991.22 | |
| 5.1710 | 16.15 |
Estimation Period:
Nov 27, 2009 to Feb 20, 2026
Nov 27, 2009 to Feb 20, 2026
Other Nuveen Mortgage Opportunity Term Fund Analyses
Other GAS-GARCH Student T Analyses on Closed-end Funds