Nuveen California MUN VAL FD MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:10.19% (-11.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.5988 | 5,987,630.00 | |
| 0.1512 | 1,512,370.00 | |
| 0.5000 | 5,000,000.00 | |
| 0.1084 | 5.54 | |
| 0.8467 | 15.97 | |
| 0.0387 | 0.58 |
Estimation Period:
Jan 1, 1998 to Feb 6, 2026
Jan 1, 1998 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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