Nuveen S&P 500 DYN Overwrite AGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:14.40% (-0.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0228 | 10.28 | |
| 0.1624 | 28.03 | |
| 0.8125 | 146.87 | |
| 0.3138 | 14.50 |
Estimation Period:
Nov 24, 2005 to Feb 6, 2026
Nov 24, 2005 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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