Nuveen Core Plus Bond ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:3.93% (-0.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0158 | 6.14 | |
| 0.0043 | 0.44 | |
| 0.7345 | 22.18 | |
| 0.1428 | 3.60 |
Estimation Period:
Mar 6, 2024 to Feb 6, 2026
Mar 6, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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