Nuveen California MUN VAL FD GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:13.29% (-0.78%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0184 | 26.81 | |
| 0.0883 | 21.25 | |
| 0.8685 | 324.55 | |
| 0.0435 | 4.98 |
Estimation Period:
Jan 1, 1998 to Feb 13, 2026
Jan 1, 1998 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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