Nuveen California AMT-Free Quality Municipal Income Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:8.38% (-0.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0134 | 21.06 | |
| 0.0774 | 18.86 | |
| 0.8735 | 286.69 | |
| 0.0692 | 8.37 |
Estimation Period:
Jan 16, 2003 to Feb 6, 2026
Jan 16, 2003 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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