Nuveen Amtfree Muni Crdt Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:11.57% (-0.93%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9754 | 5.52 | |
| 0.1751 | 8.30 | |
| 0.7677 | 28.31 | |
| 0.0091 | 0.51 | |
| -0.0355 | -1.40 | |
| 0.0659 | 4.40 | |
| -0.0591 | -6.07 |
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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