Nuveen Municipal Income ETF EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:3.76% (-0.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.2843 | -6.52 | |
| 0.3807 | 9.03 | |
| 0.8829 | 52.51 | |
| 0.0966 | 1.91 |
Estimation Period:
Jan 23, 2025 to Feb 6, 2026
Jan 23, 2025 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Nuveen Municipal Income ETF Analyses
Other EGARCH Analyses on ETFs