Nuveen Nasdaq 100 DYN Ovrwrt AGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:16.96% (-1.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0280 | 3.56 | |
| 0.1423 | 20.89 | |
| 0.8260 | 114.52 | |
| 0.5421 | 10.21 |
Estimation Period:
Feb 1, 2007 to Feb 6, 2026
Feb 1, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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