Nuveen S&P 500 DYN Overwrite EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:17.20% (+3.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0074 | 2.19 | |
| 0.3166 | 12.61 | |
| 0.9463 | 326.32 | |
| -0.1252 | -13.42 |
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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