Nuveen California MUN VAL FD Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:12.39% (+1.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6009 | 10.22 | |
| 0.1172 | 9.61 | |
| 0.8385 | 60.87 | |
| 0.0025 | 3.44 |
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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