Nuveen Mortgage Opportunity Term Fund Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:8.58% (-0.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2441 | 5.51 | |
| 0.0960 | 6.37 | |
| 0.8825 | 54.36 | |
| -0.0462 | -1.80 | |
| 0.1227 | 2.90 | |
| -0.1430 | -3.22 |
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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