Nuveen Municipal Value Fund Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:5.23% (-0.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0085 | 22.57 | |
| 0.0607 | 22.71 | |
| 0.8837 | 356.92 | |
| 0.0881 | 13.36 |
Estimation Period:
Jan 2, 1990 to Feb 13, 2026
Jan 2, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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