Nuveen S&P 500 DYN Overwrite MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:14.03% (-1.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.0650 | 11.04 | |
| 0.7810 | 155.55 | |
| 0.2011 | 22.00 | |
| 0.0065 | 7.38 | |
| 0.0338 | 11.10 | |
| 0.9608 | 247.00 |
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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