Nuveen California Select Tax-Free Income Portfolio MF2-GARCH Volatility Analysis
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Parameter Estimates
| param | t-stat | |
|---|---|---|
| 36 | ||
| 0.6239 | 6,239,410.00 | |
| 0.1261 | 1,260,590.00 | |
| 0.5000 | 5,000,000.00 | |
| 0.1819 | 12.59 | |
| 0.8319 | 14.77 | |
| 0.0000 | 0.00 |
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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