Nuveen Amt-Free Muni VL FD Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:7.27% (-0.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9473 | 5.02 | |
| 0.2086 | 6.06 | |
| 0.7082 | 19.11 | |
| -0.0832 | -1.00 | |
| 0.1095 | 0.86 | |
| -0.0888 | -0.89 | |
| 0.2115 | 2.38 | |
| -0.3242 | -4.73 | |
| 0.2563 | 5.48 |
Estimation Period:
Feb 25, 2009 to Feb 6, 2026
Feb 25, 2009 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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