Nuveen California MUN VAL FD Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:9.92% (-0.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4860 | 11.37 | |
| 0.1172 | 9.74 | |
| 0.8407 | 62.19 | |
| 0.0013 | 5.94 |
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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