Nuveen S&P 500 DYN Overwrite GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:14.33% (-1.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0452 | 20.39 | |
| 0.2090 | 24.79 | |
| 0.7652 | 104.90 |
Estimation Period:
Nov 24, 2005 to Feb 13, 2026
Nov 24, 2005 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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