Nuveen Amtfree Muni Crdt EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:8.75% (+0.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0292 | -13.20 | |
| 0.2720 | 41.70 | |
| 0.9496 | 471.01 | |
| -0.1015 | -19.42 |
Estimation Period:
Sep 12, 2002 to Feb 6, 2026
Sep 12, 2002 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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