Nuveen S&P 500 DYN Overwrite GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:14.65% (-1.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0939 | 8.45 | |
| 0.1407 | 31.16 | |
| 0.9683 | 243.73 | |
| 5.8431 | 9.27 |
Estimation Period:
Nov 24, 2005 to Feb 13, 2026
Nov 24, 2005 to Feb 13, 2026
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