Nuveen Sustainable Core ETF EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:13.49% (-3.91%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0036 | -0.26 | |
| -0.1136 | -7.35 | |
| 0.9738 | 582.79 | |
| -0.1810 | -3.82 |
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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