Nuveen High Yield Municipal Bond ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:3.93% (-0.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0129 | 8.48 | |
| 0.3324 | 3.01 | |
| 0.6751 | 37.01 | |
| -0.1446 | -1.02 |
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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