Nuveen Mortgage Opportunity Term Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:8.09% (-0.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0044 | 15.22 | |
| 0.0631 | 14.40 | |
| 0.9072 | 258.24 | |
| 0.0527 | 4.90 |
Estimation Period:
Nov 27, 2009 to Feb 6, 2026
Nov 27, 2009 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Nuveen Mortgage Opportunity Term Fund Analyses
Other GJR-GARCH Analyses on Closed-end Funds