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Nuveen New York Select Tax-Free Income Portfolio Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Friday, January 9, 2026 at 11:22 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Nuveen New York Select Tax-Free Income Portfolio S0GARCH
paramt-stat
ω1.43794.97
α0.10117.42
β0.832735.95
γ10.02330.62
γ2-0.0425-0.75
γ30.05991.54
γ4-0.0768-2.30
γ50.03891.29
γ60.03681.30
γ7-0.0935-3.54
γ80.07904.36
Estimation Period:
Jun 19, 1992 to Jan 9, 2026
Impact of return on volatility tomorrow
Volatility Forecasts