Nuveen Mortgage Opportunity Term Fund Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:9.40% (+0.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9658 | 4.69 | |
| 0.0983 | 6.37 | |
| 0.8780 | 52.85 | |
| -0.1595 | -2.77 | |
| 0.2636 | 3.04 | |
| -0.1097 | -1.99 | |
| -0.0155 | -0.39 |
Estimation Period:
Nov 27, 2009 to Feb 13, 2026
Nov 27, 2009 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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