Nuveen Amt-Free Muni VL FD GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:10.05% (+2.77%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0359 | 23.53 | |
| 0.1730 | 19.84 | |
| 0.7400 | 102.44 | |
| 0.0871 | 5.21 |
Estimation Period:
Feb 25, 2009 to Feb 13, 2026
Feb 25, 2009 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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