Nuveen Sustainable Core ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:20.29% (+2.98%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9672 | 3.70 | |
| 0.0975 | 6.41 | |
| 0.9400 | 95.87 | |
| 4.8739 | 1.83 |
Estimation Period:
Mar 6, 2024 to Feb 6, 2026
Mar 6, 2024 to Feb 6, 2026
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