Nuveen California AMT-Free Quality Municipal Income Fund Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:6.96% (-0.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1825 | 5.71 | |
| 0.1427 | 6.88 | |
| 0.7757 | 26.22 | |
| 0.0400 | 0.90 | |
| -0.1008 | -1.52 | |
| 0.0924 | 2.05 | |
| -0.0423 | -1.06 | |
| 0.0913 | 2.27 | |
| -0.2228 | -2.97 |
Estimation Period:
Jan 16, 2003 to Feb 6, 2026
Jan 16, 2003 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Nuveen California AMT-Free Quality Municipal Income Fund Analyses
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