Nuveen Variabl Rate PRE Fund Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:7.90% (-1.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5712 | 8.25 | |
| 0.2266 | 2.10 | |
| 0.4888 | 2.98 | |
| 0.0046 | 0.11 |
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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