Nuveen High Yield Municipal Bond ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:2.47% (-0.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2709 | 2.28 | |
| 0.1651 | 1.92 | |
| 0.4056 | 1.56 | |
| -71.2130 | -2.34 | |
| 87.0255 | 2.09 | |
| -21.0340 | -0.96 | |
| 4.8547 | 0.14 |
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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