Nuveen High Yield Municipal Bond ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:4.27% (-0.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1470 | 2.85 | |
| 0.1642 | 5.11 | |
| 0.8602 | 18.57 | |
| 3.3479 | 3.07 |
Estimation Period:
Jan 23, 2025 to Feb 6, 2026
Jan 23, 2025 to Feb 6, 2026
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