Nuveen S&P 500 DYN Overwrite APARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:14.21% (-0.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0508 | 24.94 | |
| 0.1795 | 23.14 | |
| 0.8003 | 83.70 | |
| 0.3632 | 14.33 | |
| 1.4660 | 16.22 |
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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