Nuveen High Yield Municipal Bond ETF AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:5.75% (+2.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0060 | 10.11 | |
| 0.2724 | 7.24 | |
| 0.7267 | 62.02 | |
| 0.0960 | 3.24 |
Estimation Period:
Jan 23, 2025 to Feb 6, 2026
Jan 23, 2025 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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