Nuveen Nasdaq 100 DYN Ovrwrt GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:18.81% (-1.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0508 | 15.45 | |
| 0.0491 | 9.13 | |
| 0.8416 | 175.56 | |
| 0.1708 | 14.85 |
Estimation Period:
Feb 1, 2007 to Feb 13, 2026
Feb 1, 2007 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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