Nuveen Core Plus Bond ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:3.08% (+0.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1066 | 11.89 | |
| 0.0296 | 10.38 | |
| 0.9990 | 968.02 | |
| 6.6721 | 5.16 |
Estimation Period:
Mar 6, 2024 to Feb 13, 2026
Mar 6, 2024 to Feb 13, 2026
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