Nuveen N Y Muni Value Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:10.89% (+0.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0178 | 23.82 | |
| 0.0790 | 17.46 | |
| 0.8741 | 249.24 | |
| 0.0377 | 3.62 |
Estimation Period:
Jan 1, 1998 to Feb 6, 2026
Jan 1, 1998 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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