Nuveen Amtfree Muni Crdt Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:9.05% (+0.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0682 | 6.32 | |
| 0.1771 | 8.32 | |
| 0.7495 | 26.42 | |
| 0.0516 | 1.92 | |
| -0.0985 | -2.42 | |
| 0.0642 | 2.23 | |
| 0.0315 | 1.21 | |
| -0.1467 | -3.64 |
Estimation Period:
Sep 12, 2002 to Feb 6, 2026
Sep 12, 2002 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Nuveen Amtfree Muni Crdt Analyses
Other Spline-GARCH Analyses on Closed-end Funds