Nuveen Slct TX FR Incm PTL EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:6.19% (-0.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0102 | -8.24 | |
| 0.1915 | 40.72 | |
| 0.9739 | 909.35 | |
| -0.0491 | -10.11 |
Estimation Period:
Jan 1, 1998 to Feb 6, 2026
Jan 1, 1998 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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