Nuveen Variabl Rate PRE Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:10.17% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0383 | 10.99 | |
| 0.1377 | 10.22 | |
| 0.7767 | 63.25 | |
| 0.1159 | 3.82 |
Estimation Period:
Dec 16, 2021 to Feb 6, 2026
Dec 16, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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