Nuveen Municipal Income ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:3.74% (-0.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0137 | 7.89 | |
| 0.3980 | 2.72 | |
| 0.5891 | 18.87 | |
| -0.2897 | -1.71 |
Estimation Period:
Jan 23, 2025 to Feb 6, 2026
Jan 23, 2025 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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