Nuveen NY Amt-Free QL MUN GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:5.08% (-0.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0049 | 15.92 | |
| 0.0575 | 22.34 | |
| 0.9019 | 405.00 | |
| 0.0757 | 11.15 |
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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