Nuveen California Select Tax-Free Income Portfolio GJR-GARCH Volatility Analysis
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Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0256 | 19.39 | |
| 0.1452 | 17.43 | |
| 0.8487 | 219.19 | |
| -0.0500 | -4.67 |
Estimation Period:
Jun 19, 1992 to Jan 9, 2026
Jun 19, 1992 to Jan 9, 2026
News Impact Curve
Volatility Forecasts
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