Nuveen S&P 500 DYN Overwrite Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:15.23% (+1.93%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6434 | 2.90 | |
| 0.2126 | 4.87 | |
| 0.7342 | 17.80 | |
| -0.1102 | -2.53 | |
| 0.1757 | 3.05 | |
| -0.1027 | -4.16 | |
| 0.0492 | 3.40 |
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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